Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices
Francisco Blasques; Enzo D’Innocenzo; Siem Jan Koopman
- Published
- Publisher
- Informa UK Limited
- Journal / collection
- Econometric Reviews
- Research area
- Energy & infrastructure
- Source type
- Journal article
- DOI
- 10.1080/07474938.2024.2357430
The original publisher provides the full text and its access options.
Cite this source
Francisco Blasques; Enzo D’Innocenzo; Siem Jan Koopman. Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices. Econometric Reviews. 2024-06-10. https://doi.org/10.1080/07474938.2024.2357430