Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices (Q4687629)
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scientific article; zbMATH DE number 6952625
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| English | Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices |
scientific article; zbMATH DE number 6952625 |
Statements
Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices (English)
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12 October 2018
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GARCH
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jumps
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realized volatility
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electricity price
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heterogeneous autoregressive models
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0.7837127447128296
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0.7790639996528625
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0.7585339546203613
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0.7549959421157837
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