Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data
Year of publication: |
2011
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Authors: | Haugom, Erik ; Westgaard, Sjur ; Solibakke, Per Bjarte ; Lien, Gudbrand |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 33.2011, 6, p. 1206-1216
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