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A Time-Varying Copula Mixture...
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A seasonal copula mixture for hedging the clean spark spread with wind power futures
Christensen, Troels Sønderby
;
Pircalabu, Anca
;
Høg, …
- In:
Energy economics
78
(
2019
),
pp. 64-80
Persistent link: https://www.econbiz.de/10012159883
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2
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
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