vince kaminski bullet points * definition of price volatility
* historical vs . implied vs . model derived volatility
* estimation of volatility from historical data in the presence of
? ? ? ? ? ? - seasonality
? ? ? ? ? ? - jumps
? ? ? ? ? ? - fat tails
* stochastic volatility models
* recent cases of extreme price volatility in the power markets in the us :
the causes and remedies
vince kaminski bullet points
* definition of price volatility
* historical vs . implied vs . model derived volatility
* estimation of volatility from historical data in the presence of
? ? ? ? ? ? - seasonality
? ? ? ? ? ? - jumps
? ? ? ? ? ? - fat tails
* stochastic volatility models
* recent cases of extreme price volatility in the power markets in the us :
the causes and remedies