The modeling and forecasting of extreme events in electricity spot markets
Rodrigo Herrera; Nicolás González
| Year of publication: |
2014
|
|---|---|
| Authors: | Herrera, Rodrigo ; González, Nicolás |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 477-490
|
| Subject: | Extreme value theory | Autoregressive conditional duration | ACD-POT | Hawkes-POT | Forecasting risk measures | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Ausreißer | Outliers | ARCH-Modell | ARCH model | Theorie | Theory | Spotmarkt | Spot market | Risiko | Risk | Prognose | Forecast | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010511552