Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data |
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Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (English)
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27 April 2023
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electricity price volatility
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GARCH-type processes
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Markov-switching processes
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multifractal modeling
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volatility forecasting
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