A first look at the empirical relation between spot and futures electricity prices in the United States-Reference-Cited by-同舟云学术

A first look at the empirical relation between spot and futures electricity prices in the United States

Published:2003-08-20 Issue:10 Volume:23 Page:931-955
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Shawky Hany A.,Marathe Achla,Barrett Christopher L.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference39 articles.

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5. Generalized autoregressive conditional heteroskedasticity

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