Work

A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets

Year: 2017

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2017.10.008

Authors: A. Pircalabu, F.E. Benth

Institutions: Aalborg University, University of Oslo

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: green

Funders: Innovationsfonden, Norges Forskningsråd

OpenAlex ID: W2594470025

FWCI: 5.168

Cites: 33

Cited by: 35

Related to: 10