Realized volatility and jump testing in the Japanese electricity spot market
- Authors:
- Ciarreta, A.; Muniain, P.; Zarraga, A.
- Year:
- 2020
- Journal:
- Empirical Economics
- Quartile:
- Q3, ECONOMICS - SSCI SOCIAL SCIENCES; Q3, MATHEMATICAL METHODS - SSCI
- Volume:
- 58(3)
- Initial page - Ending page:
- 1143 - 1166
- DOI:
- 10.1007/s00181-018-1577-6