Fat Tails in Power Prices
Year of publication: |
2003-09-24
|
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Authors: | Huisman, R. ; Huurman, C. |
Institutions: | Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. |
Subject: | electricity price | modelling | spikes | extreme value theory | Monte Carlo simulations | risk management |
Extent: | application/pdf |
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Series: | Research Paper. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureri Number ERS-2003-059-F&A |
Source: |
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Huisman, Huisman, R., (2003)
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