Large Time-Varying Volatility Models for Hourly Electricity Prices

Journal article

Peer reviewed

A Gianfreda, Francesco Ravazzolo and L Rossini

Oxford Bulletin of Economics and Statistics, Vol.85(3), pp.545-573

85

2022

Handle:

https://hdl.handle.net/10863/32786

Files and links (1)

url

https://onlinelibrary.wiley.com/doi/full/10.1111/obes.12532View

Title: Large Time-Varying Volatility Models for Hourly Electricity Prices
Creators: A Gianfreda - University of Modena and Reggio Emilia
Francesco Ravazzolo - BI Norwegian Business School
L Rossini - Mylan
Publication Details: Oxford Bulletin of Economics and Statistics, Vol.85(3), pp.545-573
ISSN: 0305-9049
EISSN: 1468-0084
Series / Volume: 85
Number of pages: 29
Identifiers: (UNIBZ)66681650
991006542398501241
Web of Science ID: WOS:000912185200001
Scopus ID: 2-s2.0-85142930526
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Journal article
Author Names String: Gianfreda A, Ravazzolo F, Rossini L

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