Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices

Aitor Ciarreta, Peru Muniain, Ainhoa Zarraga

Year of publication:	September 2017
Authors:	Ciarreta, Aitor ; Muniain, Peru ; Zarraga, Ainhoa
Published in:	Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 6, p. 680-690
Subject:	GARCH \| jumps \| realized volatility \| volatility forecasting \| Volatilität \| Volatility \| Strompreis \| Electricity price \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Prognose \| Forecast \| Kapitaleinkommen \| Capital income \| Theorie \| Theory \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis

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