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scientific article; zbMATH DE number 7246958
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scientific article; zbMATH DE number 7246958

    Statements

    author
    Jiechen Tang
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    Songsak Sriboonchitta
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    Xinyu Yuan
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    publication date
    14 September 2020
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    zbMATH Keywords
    electricity spot price
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    canonical vine copula
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    GARCH model
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    dependence
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91B84
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    62H05
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    62M10
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    zbMATH DE Number
    7246958
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