Energy risk management through self-exciting marked point process
Year of publication: |
2013
|
---|---|
Authors: | Herrera, Rodrigo |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 38.2013, C, p. 64-76
|
Publisher: |
Elsevier |
Subject: | Extreme value theory | Energy market risk | Energy forecasting | Value at Risk | Marked self-exciting point process |
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