MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

Luc Bauwens, Christian Hafner and Diane Pierret

Journal of Applied Econometrics, 2013, vol. 28, issue 5, 743-761

Date: 2013
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http://hdl.handle.net/10.1002/jae.2280

Related works:
Working Paper: 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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