Using extreme value theory to measure value-at-risk for daily electricity spot prices
| Year of publication: |
2006
|
|---|---|
| Authors: | Fong Chan, Kam ; Gray, Philip |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 22.2006, 2, p. 283-300
|
| Publisher: |
Elsevier |