Modeling electricity spot and futures price dependence: A multifrequency approach

Research output: Contribution to journalArticleScientificpeer-review

12 Citations (Scopus)
Original languageEnglish
Pages (from-to)4763-4779
JournalPhysica A: Statistical Mechanics and its Applications
Volume388
Issue number22
Publication statusPublished - 2009
MoE publication typeA1 Journal article-refereed

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