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Modelling interregional links in electricity price spikes
Clements, Adam; Herrera, Rodrigo; Hurn, Stan - In: Energy economics 51 (2015), pp. 383-393
Persistent link: https://www.econbiz.de/10011564890
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Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - 2016
Persistent link: https://www.econbiz.de/10011777185
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Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo; Clements, Adam - In: Journal of banking & finance 88 (2018), pp. 161-175
Persistent link: https://www.econbiz.de/10011962603