From Stability to Turbulence: GAS Models for Volatility Forecasting in Electricity Markets

Additional Metadata
Keywords	GAS Models; Score-driven model; Log scale; Observation-driven model; Volatility Forecasting; Electricity Markets
Thesis Advisor	Donker van Heel, SW
Persistent URL	hdl.handle.net/2105/73361
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA 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	Borys, A. (2024). From Stability to Turbulence: GAS Models for Volatility Forecasting in Electricity Markets. In Econometrie.http://hdl.handle.net/2105/73361

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