Type of Publication: Article in Journal

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

Author(s):
Kremer, M.; Benth, F. E.; Felten, B.; Kiesel, R.
Title of Journal:
International Journal of Theoretical and Applied Finance
Volume (Publication Date):
23 (2020)
Number of Issue:
4
Digital Object Identifier (DOI):
doi:10.1142/S0219024920500272
Link to complete version:
https://ssrn.com/abstract=3400763
Citation:
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