Realized volatility and the influence of market measures on predictability : analysis of Nord Pool forward electricity data
Erik Haugom; Sjur Westgaard; Per Bjarte Solibakke; Gudbrand Lien
| Year of publication: |
2011
|
|---|---|
| Authors: | Haugom, Erik ; Westgaard, Sjur ; Solibakke, Per Bjarte ; Lien, Gudbrand |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 33.2011, 6, p. 1206-1215
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Elektrizitätswirtschaft | Electric power industry |
| 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/10009510923