Work

Extreme value theory and extremely large electricity price changes

Year: 2003

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/s1059-0560(03)00032-7

Author: Hans N.E. Byström

Institution: Lund University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011665219

FWCI: 9.347

Cites: 8

Cited by: 156

Related to: 10