Using extreme value theory to measure value-at-risk for daily electricity spot prices
Year of publication: |
2006
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Authors: | Fong Chan, Kam ; Gray, Philip |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 22.2006, 2, p. 283-300
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Publisher: |
Elsevier |
Saved in:
Online Resource
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