Electricity spot price modelling with a view towards extreme spike risk (Q2994839)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Electricity spot price modelling with a view towards extreme spike risk |
scientific article |
Statements
Electricity spot price modelling with a view towards extreme spike risk (English)
0 references
29 April 2011
0 references
financial mathematics
0 references
extreme value theory
0 references
energy derivatives
0 references
energy markets
0 references
