Sparsity analysis of energy price forecasting
Year of publication: |
2017
|
---|---|
Authors: | Chen, Shi |
Published in: |
Econometric measures of financial risk in high dimensions. - Berlin. - 2017, p. 37-62
|
Subject: | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Risikomaß | Risk measure | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany |
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