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Evaluating Multivariate GARCH Models in the Nordic Electricity Markets - MaRDI portal

Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (Q3378029)

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scientific article
Language Label Description Also known as
English
Evaluating Multivariate GARCH Models in the Nordic Electricity Markets
scientific article

    Statements

    title
    Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (English)
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    author
    Pekka Malo
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    Antti J. Kanto
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    publication date
    29 March 2006
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    zbMATH Keywords
    conditional moments
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    hedging performance
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    multivariate GARCH
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62H15
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    62P05
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    91B24
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    zbMATH DE Number
    5016428
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    OpenAlex ID
    W2032044889
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