Multivariate volatility modeling of electricity futures

Luc Bauwens, Christian Hafner and Diane Pierret

No 2526, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2013-01-01
Note: In : Journal of Applied Econometrics, 28(5), 743-761, 2013
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Related works:
Journal Article: MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES (2013)
Working Paper: Multivariate volatility modeling of electricity futures (2011)
Working Paper: Multivariate volatility modeling of electricity futures (2011)
Working Paper: Multivariate volatility modeling of electricity futures (2011)
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