Analysis and forecasting of electricity price risks with quantile factor models
Year of publication: |
January 2016
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Authors: | Bunn, Derek W. ; Andresen, Arne ; Chen, Dipeng ; Westgaard, Sjur |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 37.2016, 1, p. 101-122
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Subject: | Electricity | Prices | Forecasting | Risk | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Faktorenanalyse | Factor analysis | Risiko | Elektrizitätswirtschaft | Electric power industry | Spotmarkt | Spot market |
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