Volatility Models for Electricity Prices with Intra-Daily Information

Author(s):  
Angelica Gianfreda ◽  
Luigi Grossi
Author(s):  
Serge Darolles ◽  
Gaëlle Le Fol ◽  
Christian Francq ◽  
Jean-Michel Zakoïan

2006 ◽  
Author(s):  
Niels Haldrup ◽  
Morten Ørregaard Nielsen

Author(s):  
Viktor Todorov ◽  
George E. Tauchen ◽  
Iaryna Grynkiv

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