Estimating high quantiles for electricity prices by stable linear models-Reference-Cited by-同舟云学术

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Estimating high quantiles for electricity prices by stable linear models

Published:2008-03 Issue:1 Volume:1 Page:3-19
ISSN:1756-3607
Container-title:The Journal of Energy Markets
language:
Short-container-title:JEM

Author:

Bernhardt Christine,Klüppelberg Claudia,Meyer-Brandis Thilo

Publisher

Infopro Digital Services Limited

Subject

Strategy and Management,General Energy,Economics and Econometrics

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. PRICING AND HEDGING OF ENERGY SPREAD OPTIONS AND VOLATILITY MODULATED VOLTERRA PROCESSES;International Journal of Theoretical and Applied Finance;2016-02

2. Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships;Computational Statistics;2014-09-21

3. Modelling Electricity Futures by Ambit Fields;Advances in Applied Probability;2014-09

4. Futures pricing in electricity markets based on stable CARMA spot models;Energy Economics;2014-07

5. The forward dynamics in energy markets – infinite-dimensional modelling and simulation;Stochastics;2014-04

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