Modeling the daily electricity price volatility with realized measures
Michael Frömmel; Xing Han; Stepan Kratochvil
| Year of publication: |
2014
|
|---|---|
| Authors: | Frömmel, Michael ; Han, Xing ; Kratochvil, Stepan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 44.2014, p. 492-502
|
| Subject: | Volatility forecasting | Intraday range | Realized GARCH | Electricity | Volatilität | Volatility | Strompreis | Electricity price | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Elektrizitätswirtschaft | Electric power industry | Zeitreihenanalyse | Time series analysis | Elektrizität |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010457140