Showing 1 - 10 of 7,115
Persistent link: https://www.econbiz.de/10002311023
Persistent link: https://www.econbiz.de/10003890841
Persistent link: https://www.econbiz.de/10010248303
Persistent link: https://www.econbiz.de/10002431397
Persistent link: https://www.econbiz.de/10000416729
Persistent link: https://www.econbiz.de/10003977552
This paper contributes to characterizing the probability density of the price returns in some European day-ahead electricity markets (NordPool, APX, Powernext) by fitting some flexible and general families of distributions, such as the α-stable, Normal Inverse Gaussian (NIG), Exponential Power...
Persistent link: https://www.econbiz.de/10008736167
Persistent link: https://www.econbiz.de/10009266983
Persistent link: https://www.econbiz.de/10001459328