Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets
Authors:
- Hui QuHQHui Qu
- Qingling DuanQDQingling Duan
- Mengyi NiuMNMengyi Niu
- 1 August 2018
- journal article
- research article
- Published by Elsevier in Energy Economics
- Vol. 74, 767-776
Abstract
No abstract availableKeywords
Funding Information
- National Natural Science Foundation of China (71671084)
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