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~institution:"Cologne Graduate School in Management, Economics and Social Sciences, Wirtschafts- und Sozialwissenschaftliche Fakultät"
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GPD
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copula
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electricity spot prices
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negative binomial distribution
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Korniichuk, Volodymyr
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Cologne Graduate School in Management, Economics and Social Sciences, Wirtschafts- und Sozialwissenschaftliche Fakultät
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Department of Econometrics and Business Statistics, Monash Business School
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Department of Economics, Oxford University
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Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
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Ehrvervøkonomisk Institut, Institut for Økonomi
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Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
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Rural Economy Research Centre (RERC), Irish Agriculture and Food Development Authority (Teagasc)
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School of Economics and Political Science, Universität St. Gallen
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Forecasting extreme electricity spot prices
Korniichuk, Volodymyr
-
Cologne Graduate School in Management, Economics and …
-
2012
propose an approach based on a
negative
binomial
distribution
. The model is applied to electricity spot prices from Australia …
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