Rm voldep conclusions slide

index.qmd

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-## Conclusion
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-Accounting for heteroscedasticity or stabilizing the variance via log transformation is crucial for good performance in terms of ES
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-- Price dynamics emerged way before the Russian invasion into Ukraine
-- Linear dependence between the series reacted only right after the invasion 
-- Improvements in forecasting performance is mainly attributed to:
-  - the tails
-  - the dependence structure between the marginals
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-<center>
-<img src="assets/voldep/frame.svg" width="250">
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-<i class="fa fa-fw fa-newspaper" style="color:var(--col_grey_9);"></i> Berrisch, J., Pappert, S., Ziel, F., & Arsova, A. [-@berrisch2023modeling]. Modeling volatility and dependence of European carbon and energy prices. <em>Finance Research Letters</em>, 52, 103503.
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 # Final Remarks {visibility="uncounted"}
 
 ## Contributions {#sec-contributions}