A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity markets
© 2014 by the Mathematical Association of Thailand. All rights reserved. This paper employed a mixed Canonical Vine Copula-GARCH approach for modeling the dependence structures of European electricity markets. The electricity spot prices are taken from French, German, Spanish, Dutch, and British mar...
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| Main Authors: | , , |
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| 格式: | 雜誌 |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907249306&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53681 |
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