Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market-Reference-Cited by-同舟云学术

Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market

Published:2021-01 Issue: Volume:214 Page:118796
ISSN:0360-5442
Container-title:Energy
language:en
Short-container-title:Energy

Author:

Westgaard Sjur,Fleten Stein-Erik,Negash Ahlmahz,Botterud Audun,Bogaard Katinka,Verling Trude Haugsvaer

Funder

Norges Forskningsråd

Publisher

Elsevier BV

Subject

General Energy,Pollution,Mechanical Engineering,Building and Construction,Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Civil and Structural Engineering

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4. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory;Chkili;Energy Econ,2014

5. Extreme value theory and extremely large electricity price changes;Byström;Int Rev Econ Finance,2005

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