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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