HomeInsights & EventsPublicationsAdvances in Volatility Modeling for Energy Markets: Methods for Reproducing Volatility Clustering, Fat Tails, Smiles, and Smirks in Energy Price Forecasts
Report
December 1, 2011

Advances in Volatility Modeling for Energy Markets: Methods for Reproducing Volatility Clustering, Fat Tails, Smiles, and Smirks in Energy Price Forecasts

Published by Electric Power Research Institute (EPRI), TR 1021812

Experts Involved

Richard Goldberg

Principal

James Read, Jr.

Principal