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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