Publications

Type of Publication: Working paper

Volatility and Liquidity on High-Frequency Electricity Futures Markets: Empirical Analysis and Stochastic Modeling

Author(s):
Kremer, M.; Benth, F. E.; Felten, B.; Kiesel, R.
Publication Date:
2019
Digital Object Identifier (DOI):
doi:10.2139/ssrn.3400763
Citation:
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