Analysis and forecasting of electricity price risks with quantile factor models
Derek Bunn, Arne Andresen, Dipeng Chen, and Sjur Westgaard
| Year of publication: |
January 2016
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|---|---|
| Authors: | Bunn, Derek W. ; Andresen, Arne ; Chen, Dipeng ; Westgaard, Sjur |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 37.2016, 1, p. 101-122
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| Subject: | Electricity | Prices | Forecasting | Risk | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Risiko | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis |