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Using extreme value theory to measure value-at-risk for daily electricity spot prices
Kam Fong Chan; Gray, Philip K. - In: International journal of forecasting 22 (2006) 2, pp. 283-300
Persistent link: https://www.econbiz.de/10003315660
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A new approach to characterizing and forecasting electricity price volatility
Kam Fong Chan; Gray, Philip K.; Campen, Bart van - In: International journal of forecasting 24 (2008) 4, pp. 728-743
Persistent link: https://www.econbiz.de/10003808380
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Do scheduled macroeconomic announcements influence energy price jumps?
Kam Fong Chan; Gray, Philip K. - In: The journal of futures markets 37 (2017) 1, pp. 71-89
Persistent link: https://www.econbiz.de/10011669760