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Efficient electricity portfolios for the United States and Switzerland: An investor view
Krey, Boris; Zweifel, Peter - 2008
costs are found to be correlated, Seemingly Unrelated Regression Estimation (SURE) is used to filter out the systematic …
Persistent link: https://www.econbiz.de/10010315486
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Efficient electricity portfolios for Switzerland and the United States
Krey, Boris; Zweifel, Peter - 2006
estimation (SURE) method is applied for filtering out the systematic component of the covariance matrix of the cost changes …
Persistent link: https://www.econbiz.de/10010315522