Measuring model risk in the European Energy Exchange
Year of publication: |
[2018]
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Authors: | Gianfreda, Angelica ; Scandolo, Giacomo |
Published in: |
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets. - Cham : Springer Nature, ISBN 978-3-319-61318-5. - 2018, p. 89-110
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Subject: | VaR | Risk measures | Electricity market | Spot and day-ahead prices | Germany | RES | Deutschland | EU-Staaten | EU countries | Risikomaß | Risk measure | Energiemarkt | Energy market | Risiko | Risk | Messung | Measurement | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Schätzung | Estimation |
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