Work

Modeling realized volatility on the Spanish intra-day electricity market

Year: 2016

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2016.06.015

Authors: Aitor Ciarreta, Ainhoa Zarraga

Institution: University of the Basque Country

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: closed

Funders: Eusko Jaurlaritza, Ministerio de Economía y Competitividad

Awards: G3474160508, G7781221657

OpenAlex ID: W2470052818

FWCI: 3.346

Cites: 25

Cited by: 23

Related to: 10