Work

Modelling electricity futures prices using seasonal path-dependent volatility

Year: 2016

Type: article

Source: Applied Energy

DOI: 10.1016/j.apenergy.2016.04.003

Authors: Viviana Fanelli, Lucia Maddalena, Silvana Musti

Institutions: University of Bari Aldo Moro, University of Foggia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Affordable and clean energy, Climate action

Open Access status: green

OpenAlex ID: W2336428175

FWCI: 4.462

Cites: 36

Cited by: 28

Related to: 10