Applying real-time GARCH approaches to forecasting short-term electricity prices and volatility

Additional Metadata
Keywords	Electricity Price Point Forecasting; RT-GARCH; GARCH; Electricity Price Interval Forecasting
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/60101
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Sonnemans, N.H.C.B. (2021, November 4). Applying real-time GARCH approaches to forecasting short-term electricity prices and volatility. Econometrie. Retrieved from http://hdl.handle.net/2105/60101

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