Blar i Fakultet for økonomi (ØK) på emneord "General financial markets"
Viser treff 1-1 av 1
-
Projecting and Forecasting Stochastic Volatility Characteristics for the Nasdaq OMX Nordic/Baltic Financial Electricity Markets
(Journal article, 2021)This paper builds, implements and interprets multifactor stochastic volatility models for the Nordic/Baltic electricity markets. The main objective is step ahead volatility projections followed by volatility forecasts and ...