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

Kovač, Blaž (author), Masten, Igor (mentor)

• 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

KOVAČ, Blaž, 2019, Electricity market uncertainty and time-varying volatility estimation : master’s thesis [online]. Master’s thesis. Ljubljana : B. Kovač. [Accessed 1 April 2025]. Retrieved from: http://www.cek.ef.uni-lj.si/magister/kovac3409-B.pdf

Secondary language

• 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