A TARCH examination of the return volatility-volume relationship in electricity futures
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- Le Pen, Yannick & Sévi, Benoît, 2010.
"Volatility transmission and volatility impulse response functions in European electricity forward markets,"
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- Kiesel, Ruediger & Paraschiv, Florentina, 2015. "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance 1521, University of St. Gallen, School of Finance.
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