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The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics
Diongue, Abdou Kâ; Guegan, Dominique - HAL - 2008
, asymmetric behavior and leptokurtosis. Efforts have been made worldwide to model the behaviour of the electricity's market price …
Persistent link: https://www.econbiz.de/10010750566
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The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics.
Diongue, Abdou Kâ; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008
, asymmetric behavior and leptokurtosis. Efforts have been made worldwide to model the behaviour of the electricity's market price …
Persistent link: https://www.econbiz.de/10005797746