Work

Equation-by-equation estimation of multivariate periodic electricity price volatility

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.05.017

Authors: Alvaro Escribano, Genaro Sucarrat

Institutions: Universidad Carlos III de Madrid, BI Norwegian Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Comunidad de Madrid, Ministerio de Asuntos Económicos y Transformación Digital, Gobierno de España

Awards: G1613086345, G2149925458, G5471577987

OpenAlex ID: W2513816627

FWCI: 1.725

Cites: 32

Cited by: 16

Related to: 10