Modelling and Forecasting Volatility on Electric Power Exchange SEEPEX

Research Question: The launch and the beginning of trade on the South East Electric Power Exchange (SEEPEX) in Belgrade, early in 2016, opened the issue of forecasting volatility and price movements in the market. Motivation: The issue is of vital importance for all market actors for the purpose of...

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Bibliographic Details
Main Authors: Ivica Terzić, Zoran Jeremić, Tatjana Latas
Format: Article
Language:English
Published: University of Belgrade, Faculty of Organisational Sciences 2023-09-01
Series:Management
Subjects:
Online Access:https://management.fon.bg.ac.rs/index.php/mng/article/view/375