Work

A Nonparametric Model for High-Frequency Energy Prices

Year: 2024

Type: article

Source: Studies in Nonlinear Dynamics and Econometrics

DOI: 10.1515/snde-2022-0113

Authors: Nikolay Gudkov, Katja Ignatieva

Institutions: ETH Zurich, UNSW Sydney

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: closed

OpenAlex ID: W4405759898

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Cites: 68

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Related to: 10