Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market : the case of the Italian electricity market
Francesco Lisi, Luigi Grossi, Federico Quaglia
| Year of publication: |
2023
|
|---|---|
| Authors: | Lisi, Francesco ; Grossi, Luigi ; Quaglia, Federico |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 121.2023, p. 1-9
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| Subject: | Ancillary services | Cost-at-risk (caR) | Electricity market | GAM models | GARCH models | Q-GAM models | Quantile regression | Elektrizitätswirtschaft | Electric power industry | Italien | Italy | Elektrizität | Electricity | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106625 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014438462