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"EMD Copula based Value at Risk Estimates for Electricity Markets."

Xuan Wang, Junling Cai, Kaijian He (2015)

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DOI: 10.1016/J.PROCS.2015.07.115

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-10

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  dblp key:
  - conf/itqm/WangCH15
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  - https://dblp.org/rec/conf/itqm/WangCH15
Xuan Wang, Junling Cai, Kaijian He:
EMD Copula based Value at Risk Estimates for Electricity Markets. ITQM 2015: 1318-1324

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