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Articles (8)

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1-8 of 8 results for Intraday price volatility

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Select article: Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns,Information Arrival and Calendar Effects

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Research article

First published 2005-10

Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns,Information Arrival and Calendar Effects

Helen Higgs, Andrew C. Worthington

The Energy Journal

Select article: Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location,Shape and Scale of the Price Distribution

Open access

Research article

First published 2024-5

Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location,Shape and Scale of the Price Distribution

Simon Hirsch, Florian Ziel

The Energy Journal

Select article: Modeling market impact and timing risk in volume time

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Research article

First published 2013-8-26

Modeling market impact and timing risk in volume time

Slava Mazur

Algorithmic Finance

Select article: Intraday Risk Management of Cryptocurrency Returns During 2020–2021 Upsurge: A Conditional EVT Approach

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Research article

First published 2026-1

Intraday Risk Management of Cryptocurrency Returns During 2020–2021 Upsurge: A Conditional EVT Approach

Abhijit Roy

Business Perspectives and Research

Select article: Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?

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Research article

First published 2019-12

Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?

Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur [...]

The Energy Journal

Select article: Intraday Variability and Trading Volume: Evidence from National Stock Exchange

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Research article

First published 2020-12

Intraday Variability and Trading Volume: Evidence from National Stock Exchange

Aravind Sampath, Arun Kumar Gopalaswamy

Journal of Emerging Market Finance

Select article: Bivariate tail risk analysis for high-frequency returns via extreme value theory

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Research article

First published 2017-2

Bivariate tail risk analysis for high-frequency returns via extreme value theory

Mingyu Tang, Grant B. Weller

Model Assisted Statistics and Applications

Select article: Understanding Intraday Oil Price Dynamics during the COVID-19 Pandemic: New Evidence from Oil and Stock Investor Sentiments

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Research article

First published 2024-5

Understanding Intraday Oil Price Dynamics during the COVID-19 Pandemic: New Evidence from Oil and Stock Investor Sentiments

Mohamed Arbi Madani, Zied Ftiti

The Energy Journal

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