Title of article
Using extreme value theory to measure value-at-risk for daily electricity spot prices
Author/Authors
Kam Fong Chan، نويسنده , , Philip Gray، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
18
From page
283
To page
300
Keywords
Extreme value theory , Value-at-Risk , Electricity , EGARCH , Conditional interval coverage
Journal title
International Journal of Forecasting
Serial Year
2006
Journal title
International Journal of Forecasting
Record number
179215
Link To Document