Skip to content
GO TO EUDAT WEBSITE
DATA CATALOGUE
REPOSITORIES
PROJECTS
ABOUT
Service Documentation
EUDAT Core Metadata Schema
EUDAT Support Request
Home
Datasets
Order by
Relevance
Name Ascending
Name Descending
Last Modified
Go
1 dataset found
Keywords:
Derivative
Filter Results
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES (replication data)
We model the dynamic volatility and correlation structure of electricity futures of the European Energy Exchange index. We use a new multiplicative dynamic conditional...
You can also access this registry using the
API
(see
API Docs
).
