Browsing Institutt for internasjonal forretningsdrift by Journals "Journal of Emerging Market Finance"
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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 ...