Volatility and Volume Effects in European Electricity Spot Markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0300.2009.00220.x/fullpdf
Reference37 articles.
1. Generalized Autoregressive Conditional Heteroskedasticity;Bollerslev;Journal of Econometrics,1986
2. Integration and Shock Transmissions Across European Electricity Forward Markets;Bunn;Energy Economics,2010
3. Volatility in the California Power Market: Source, Methodology and Recommendations;Dahlgren;IEE Proceedings Generation, Transmission & Distribution,2001
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