Type of Publication: Working paper

Volatility and liquidity on high-frequency electricity futures markets: Empirical analysis and stochastic modeling

Author(s):
M. Kremer; F.E. Benth; B. Felten; R. Kiesel
Publisher:
Working Paper
Publication Date:
2019
Link to complete version:
https://ssrn.com/abstract=3400763
Citation:
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