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Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets |
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| Authors: | Marcel Prokopczuk Lazaros Symeonidis Chardin Wese Simen |
| Affiliation: | 1. Marcel Prokopczuk is at the Leibniz University Hannover, Koenigsworther Platz 1, 30167 Hannover, Germany. He is also at ICMA Centre, Henley Business School, University of Reading, RG6 6BA, United Kingdom;2. Lazaros Symeonidis is at the Norwich Business School, University of East Anglia, Norwich NR4 7TJ, United Kingdom;3. Chardin Wese Simen is at the University of Liverpool, Chatham Street, Liverpool, L69 7ZH, United Kingdom |
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