Author:
Ciarreta Aitor,Zarraga Ainhoa
Funder
Ministerio de Economía y Competitividad
Dpto. de Educación, Universidades e Investigación del Gobierno Vasco
Subject
General Energy,Economics and Econometrics
Reference32 articles.
1. The distribution of exchange rate volatility;Andersen;J. Am. Stat. Assoc.,2001
2. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
3. Power and bipower variation with stochastic volatility and jumps;Barndorff-Nielsen;J. Financ. Econ.,2004
4. Spot and derivative pricing in the EEX power market;Bierbrauer;J. Bank. Financ.,2007
5. Inefficiencies and market power in financial arbitrage: a study of California's electricity markets;Borenstein;J. Ind. Econ.,2004
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