Electricity spot price modelling with a view towards extreme spike risk (Q2994839)
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scientific article; zbMATH DE number 5882375
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Electricity spot price modelling with a view towards extreme spike risk |
scientific article; zbMATH DE number 5882375 |
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Electricity spot price modelling with a view towards extreme spike risk (English)
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29 April 2011
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financial mathematics
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extreme value theory
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energy derivatives
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energy markets
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0.8391464948654175
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0.7944301962852478
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0.7942433953285217
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0.7876348495483398
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0.7874380350112915
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