Electricity prices forecast analysis using the extreme value theory
Mario Domingues de Paula Simões, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto and Leonardo Lima Gomes
| Year of publication: |
2016
|
|---|---|
| Authors: | Simões, Mário Domingues de Paula ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo ; Gomes, Leonardo Lima |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 5.2016, 1, p. 1-22
|
| Subject: | electricity prices | risk | VaR | CVaR | EVT | GPD | out-of-sample forecasting | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Prognose | Forecast | VAR-Modell | VAR model | Theorie | Theory | Ausreißer | Outliers | Elektrizitätswirtschaft | Electric power industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011589159