Joint price and volumetric risk in wind power trading : a copula approach
A. Pircalabu, T. Hvolby, J. Jung, E. Høg
| Year of publication: |
February 2017
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|---|---|
| Authors: | Pircalabu, A. ; Hvolby, T. ; Jung, J. ; Høg, E. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 62.2017, p. 139-154
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| Subject: | Volumetric risk | Spot electricity price | Wind power production | Time-varying copula model | Risk management | Correlation risk | Risikomanagement | Windenergie | Wind energy | Strompreis | Electricity price | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Theorie | Theory | Korrelation | Correlation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.11.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748068