Publications

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://papers.ssrn.com/sol3/papers.cfm?abstract_id=3400763
Citation:
LABEL-FOR-eidrisexport