The modeling and forecasting of extreme events in electricity spot markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Clements, A.E. & Herrera, R. & Hurn, A.S., 2015. "Modelling interregional links in electricity price spikes," Energy Economics, Elsevier, vol. 51(C), pages 383-393.
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- Bigerna, Simona & Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo, 2017. "Renewables diffusion and contagion effect in Italian regional electricity markets: Assessment and policy implications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 68(P1), pages 199-211.
More about this item
KeywordsExtreme value theory; Autoregressive conditional duration; ACD-POT; Hawkes-POT; Forecasting risk measures;
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