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Modeling the electricity spot price with switching regime semi-nonparametric distributions

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  • Alfredo Trespalacios
  • Lina M. Cortés
  • Javier Perote

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  • Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2019. "Modeling the electricity spot price with switching regime semi-nonparametric distributions," Documentos de Trabajo de Valor Público 17618, Universidad EAFIT.
    • Handle: RePEc:col:000122:017618
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    15. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "VaR performance during the subprime and sovereign debt crises: An application to emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 23-41.
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