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~person:"Westgaard, Sjur"
~subject:"Electricity"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistics"
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Westgaard, Sjur
Bunn, Derek W.
10
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Ros, Agustin J.
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ECONIS (ZBW)
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Using machine learning to profit on the risk premium of the Nordic electricity futures
Sebastião, Helder Miguel Correia Virtuoso
;
Godinho, …
- In:
Scientific Annals of Economics and Business
67
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668142
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2
Analysis and forecasting of electricity price risks with quantile factor models
Bunn, Derek W.
;
Andresen, Arne
;
Chen, Dipeng
; …
- In:
The energy journal
37
(
2016
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10011437695
Saved in:
3
On the estimation of extreme values for risk assessment and management : the ACER method
Dahlen, Kai Erik
;
Solibakke, Per Bjarte
;
Westgaard, Sjur
; …
- In:
International journal of business
20
(
2015
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10010520743
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