Blar i Handelshøyskolen BI på emneord "Renewable Energy Sources"
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Large Time-Varying Volatility Models for Electricity Prices
(CAMP Working Paper Series;05/2020, Working paper, 2020-07-02)We study the importance of time-varying volatility in modelling hourly electricity prices when fundamental drivers are included in the estimation. This allows us to contribute to the literature of large Bayesian VARs by ... -
Large Time-Varying Volatility Models for Hourly Electricity Prices*
(Peer reviewed; Journal article, 2022)We study the importance of time-varying volatility in modelling hourly electricity prices when fundamental drivers are included in the estimation. This allows us to contribute to the literature of large Bayesian VARs by ...