Joint price and volumetric risk in wind power trading : a copula approach
Year of publication: |
February 2017
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Authors: | Pircalabu, A. ; Hvolby, T. ; Jung, J. ; Høg, E. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 62.2017, p. 139-154
|
Subject: | Volumetric risk | Spot electricity price | Wind power production | Time-varying copula model | Risk management | Correlation risk | Risikomanagement | Multivariate Verteilung | Multivariate distribution | Windenergie | Wind energy | Strompreis | Electricity price | Risikomaß | Risk measure | Risiko | Risk | Derivat | Derivative | Volatilität | Volatility |
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