Identifying risk factors and their premia : a study on electricity prices
Wei Wei and Asger Lunde
| Year of publication: |
March 2020
|
|---|---|
| Authors: | Wei, Wei ; Lunde, Asger |
| Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Risk factors | Risk premia | Futures | Particle filter | MCMC | Risikoprämie | Risk premium | Risiko | Risk | Strompreis | Electricity price | CAPM |
freely available
| Extent: | 1 Online-Ressource (circa 49 Seiten) Illustrationen |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 20, 10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012606932