Modelling electricity futures prices using seasonal path-dependent volatility
Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
- 期刊名称Applied Energy
- 作者Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
- 卷第173卷
- 印刷ISSN0306-2619
- 文件大小909.42KB
- 发表时间2016-07
- DOI10.1016/j.apenergy.2016.04.003
- 页码92-102