摘要 : Nord Pool, the first multinational exchange for electricity trading, has existed since January 1996. Typical characteristics of electricity prices on Nord Pool are a very high volatility and a large number of very large, or extrem... 展开
作者 | Hans N.E. Bystroem |
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作者单位 | |
期刊名称 | 《International Review of Economics and Finance》 |
页码/总页数 | p.41-55 / 15 |
语种/中图分类号 | 英语 / f |
关键词 | electricity prices conditional extreme value theory GARCH tail quantiles |
馆藏号 | F-147 |