A GARCH model to understand the volatility of the electricity spot price in Brazil
Year of publication: |
2023
|
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Authors: | Leite, André Luis da Silva ; Lima, Marcus Vinicius Andrade de |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 13.2023, 5, p. 332-338
|
Subject: | Volatility | GARCH Model | Spot Price | Brazilian Electricity Market | Brasilien | Brazil | Volatilität | ARCH-Modell | ARCH model | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Spotmarkt | Spot market | Deregulierung | Deregulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.32479/ijeep.14226 [DOI] hdl:11159/631217 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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