Energy risk management through self-exciting marked point process
Rodrigo Herrera
| Year of publication: |
2013
|
|---|---|
| Authors: | Herrera, Rodrigo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 38.2013, p. 64-76
|
| Subject: | extreme value theory | energy market risk | energy forecasting | value at risk | market self-exciting point process | Risikomanagement | Risk management | Risikomaß | Risk measure | Theorie | Theory | Energiemarkt | Energy market | Ausreißer | Outliers | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009763643