Joint extreme risk of energy prices-evidence from European energy markets
Yiqun Sun, Hao Ji, Xiurong Cai, Jiangchen Li
| Year of publication: |
2023
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|---|---|
| Authors: | Sun, Yiqun ; Ji, Hao ; Cai, Xiurong ; Li, Jiangchen |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-11
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| Subject: | Integer GARCH | Interventional analysis | Joint extreme events | Negative binomial distribution | EU-Staaten | EU countries | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473608