Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data |
scientific article |
Statements
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (English)
0 references
27 April 2023
0 references
electricity price volatility
0 references
GARCH-type processes
0 references
Markov-switching processes
0 references
multifractal modeling
0 references
volatility forecasting
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.85320026
0 references
0 references
0.83763385
0 references
0.82665294
0 references
