Modelling the volatility of the Spanish wholesale electricity spot market : asymmetric GARCH models vs. threshold ARSV model
José M. Montero;Maria C. García-Centeno; Gema Fernández-Avilés
| Year of publication: |
2011
|
|---|---|
| Authors: | Montero, José-María ; García-Centeno, Maria C. ; Fernández-Avilés, Gema |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 29.2011, 2, p. 597-616
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| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Spanien | Spain | Schätzung | Estimation | Spotmarkt | Spot market | Elektrizität | Electricity |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in span. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009712228