Showing 1 - 10 of 5,167
Persistent link: https://www.econbiz.de/10003630492
Persistent link: https://www.econbiz.de/10001723634
Persistent link: https://www.econbiz.de/10001439995
Persistent link: https://www.econbiz.de/10001171129
Persistent link: https://www.econbiz.de/10001109860
Persistent link: https://www.econbiz.de/10001112390
Persistent link: https://www.econbiz.de/10003890538
Persistent link: https://www.econbiz.de/10003899483
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/10003681098