Electricity market uncertainty and time-varying volatility estimation : master's thesis

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Electricity market uncertainty and time-varying volatility estimation : master's thesis
ID Kovač, Blaž (Author), ID Masten, Igor (Mentor) More about this mentor... This link opens in a new window

URL - Presentation file, Visit http://www.cek.ef.uni-lj.si/magister/kovac3409-B.pdf This link opens in a new window

Language:	English
Keywords:	energetics, electricity, market, price, econometrics, calculations, models, stochastic processes, economic forecasting
Work type:	Master's thesis/paper
Typology:	2.09 - Master's Thesis
Organization:	EF - School of Economics and Business
Place of publishing:	Ljubljana
Publisher:	[B. Kovač]
Year:	2019
Number of pages:	V, 61, 17 str.
PID:	20.500.12556/RUL-113932
UDC:	620.9
COBISS.SI-ID:	25091814
Publication date in RUL:	12.02.2020
Views:	1737
Downloads:	152
Metadata:
:	KOVAČ, Blaž, 2019, Electricity market uncertainty and time-varying volatility estimation : master’s thesis [online]. Master’s thesis. Ljubljana : B. Kovač. [Accessed 25 March 2025]. Retrieved from: http://www.cek.ef.uni-lj.si/magister/kovac3409-B.pdf Copy citation
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Language:	Slovenian
Title:	Ocena in napoved volatilnosti cen terminskih produktov električne energije
Keywords:	energetika, električna energija, trg, cena, ekonometrija, kalkulacije, modeli, stohastični procesi, ekonomska predvidevanja