Retailer value-at-risk in interconnected power markets : an Australian empirical analysis
Rangga Handika, Sigit Triandaru
| Year of publication: |
2016
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|---|---|
| Authors: | Handika, Rangga ; Triandaru, Sigit |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 6, Special issue No 6 S, p. 6-9
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| Subject: | Back-testing | Power Markets | Value-at-risk | Volatility | Volatilität | Australien | Australia | Risikomaß | Risk measure | Elektrizitätswirtschaft | Electric power industry | Einzelhandel | Retail trade | ARCH-Modell | ARCH model | Energiemarkt | Energy market | Schätzung | Estimation | Strompreis | Electricity price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011782375