Goutte, Stéphane (ed.); Nguyen, Duc Khuong (ed.) - 2019
Pt. I. Modeling and forecasting approaches -- ch. 1. Evolution of forecasting techniques for dynamic energy markets … -- ch. 2. Econometric modeling of the world oil market as a dynamic game -- ch. 3. Forecasting the return volatility of …. Volatility and jump modeling -- ch. 8. Applied models of heavy tails and skewness in energy prices with an application to …
