Multivariate volatility modeling of electricity futures

Luc Bauwens, Christian Hafner and Diane Pierret

No 2011013, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2011-01-01
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Citations: View citations in EconPapers (12)

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Related works:
Journal Article: MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES (2013)
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)
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