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  • Search: subject:"Intradaily Volatility"
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Electricity Industry 1 Intradaily Volatility 1 Value-at-Risk Models 1
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Book / Working Paper 1
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English 1
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León, Ángel 1 Rubia, Antonio 1
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Instituto Valenciano de Investigaciones Económicas (IVIE) 1
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Did you mean: subject:"intraday Volatility" (58 results)
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FORECASTING TIME-VARYING COVARIANCE MATRICES IN INTRADAILY ELECTRICITY SPOT PRICES
León, Ángel; Rubia, Antonio - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2002
This paper deals with analysing and forecasting intradaily volatility in electricity spot prices. We analyse the hourly …
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