Hello,
I've been meaning to get into the field of energy markets and one of my interests is modeling price volatility. I have found several working papers that provide a general overview for beginners like me. Things like: http://ssrn.com/abstract=2194214 and an MIT paper by Pindyck (http://web.mit.edu/rpindyck/www/Papers/Vol_NG.pdf)
Anything slightly more advanced?
Any other suggestions?
Thank you.
I've been meaning to get into the field of energy markets and one of my interests is modeling price volatility. I have found several working papers that provide a general overview for beginners like me. Things like: http://ssrn.com/abstract=2194214 and an MIT paper by Pindyck (http://web.mit.edu/rpindyck/www/Papers/Vol_NG.pdf)
Anything slightly more advanced?
Any other suggestions?
Thank you.