Application of non-linear time series models to power risk management: a case study for Germany
vorgelegt von Peter Kosater
| Year of publication: |
2006
|
|---|---|
| Other Persons: | Kosater, Peter (contributor) |
| Subject: | Elektrizitätswirtschaft | Electric power industry | Risikomanagement | Risk management | Strompreis | Electricity price | Spotmarkt | Spot market | Energiehandel | Energy trade | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Wetter | Weather | Derivat | Derivative | Hedging | Theorie | Theory | Deutschland | Germany |
| Extent: | Online-Ressource, 129 S. = 9,014 kb, Text graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Köln, Univ., Diss., 2006 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003494301