An extension of spatial dependence models for estimating short-term temperature portfolio risk (Q4689975)
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scientific article; zbMATH DE number 6959517
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An extension of spatial dependence models for estimating short-term temperature portfolio risk |
scientific article; zbMATH DE number 6959517 |
Statements
An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (English)
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22 October 2018
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temperature risk
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spatial ARMA-EGARCH statistical model
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0.7683060765266418
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0.7231466770172119
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0.7213432788848877
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0.7212191820144653
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0.7210838198661804
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