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Wolff, Rodney's
Scholarly Papers
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Total Downloads
332 |
Total
Citations
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Robertson, Calum Stewart Queensland University of Technology - Information Research Group Geva, Shlomo Queensland University of Technology - Faculty of IT - Information Research Wolff, Rodney Queensland University of Technology - School of Economics and Finance
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293
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News, Intraday, Return, Volatility, Forecast Error, Behaviour
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Janczura, Joanna Hugo Steinhaus Center Trueck, Stefan Macquarie University Sydney - Department of Economics Weron, Rafal Wroclaw University of Technology - Institute of Organization and Management Wolff, Rodney Queensland University of Technology - School of Economics and Finance
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39
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Electricity spot price, Outlier treatment, Price spike, Robust modeling, Seasonality
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