1. Department of Statistics, Athens University of Economics and Business, 10434 Athens, Greece
2. Stochastic Modelling and Applications Laboratory, Athens University of Economics and Business, 10434 Athens, Greece
3. Department of Electrical and Computer Engineering, University of Patras, 26504 Rion, Greece
4. Research, Technology and Development Department, Independent Power Transmission Operator S.A., 10443 Athens, Greece
5. Department of Financial and Management Engineering, University of Aegean, 82100 Chios, Greece
6. Center for Research and Applications of Nonlinear Systems (CRANS), University of Patras, 26504 Rion, Greece
7. Department of Statistics and Insurance Science, University of Piraeus, 18534 Piraeus, Greece