Density forecasting for electricity prices under tail heterogeneity with the t-Riesz distribution
Year of publication: |
[2024]
|
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Authors: | Opschoor, Anne ; Peerlings, Dewi ; Rossini, Luca ; Lucas, André |
Publisher: |
Amsterdam, The Netherlands : Tinbergen Institute |
Subject: | multivariate distributions | (fat)-tail heterogeneity | (inverse) Riesz distribution | electricity prices | Statistische Verteilung | Statistical distribution | Strompreis | Electricity price | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. TI 2024, 049 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/301106 [Handle] |
Classification: | C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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