Publications

Type of Publication: Article in Journal

Volatility And Liquidity On High-Frequency Electricity Futures Markets: Empirical Analysis And Stochastic Modeling

Author(s):
Kremer, M.; Benth, F.; Felten, B.; Kiesel, R.
Title of Journal:
International Journal of Theoretical and Applied Finance
Volume (Publication Date):
23 (2020)
Number of Issue:
4
Digital Object Identifier (DOI):
doi:10.1142/S0219024920500272
Citation:
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