readme.bhp.txt
Creators:
Luc Bauwens
;
Christian M. Hafner
;
Diane Pierret
From the dataset abstract
We model the dynamic volatility and correlation structure of electricity futures of the European Energy Exchange index. We use a new multiplicative dynamic conditional correlation (mDCC)...
Source: MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/483deca5-a030-4a88-a652-032c371104fa/resource/fc9e1606-4469-45b4-9836-68e67caab4d9/download/readme.bhp.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
