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://jda-test.zbw.eu/dataset/2f60cf56-74c4-4d25-ae41-31339580e60a/resource/972d6952-e286-4e8d-b79b-ad6abf49a3f1/download/readme.bhp.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
