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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