Estimating Value-At-Risk in Electricity Market Based on Grey Extreme Value Theory

Open Cybernetics and Systemics Journal - Netherlands
doi 10.2174/1874110x01408010896
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Bentham Science Publishers Ltd.

Related search

Value at Risk Estimation Using Extreme Value Theory

2011English

High Volatility, Thick Tails and Extreme Value Theory in Value-At-Risk Estimation

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2003English

Estimating Value-At-Risk Based on Non-Normal Distributions

CBU International Conference Proceedings
2015English

Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory

Theoretical Economics Letters
2017English

Approximations in Extreme Value Theory.

1987English

Estimating the Value-At-Risk From High-Frequency Data

European Financial and Accounting Journal
2015English

Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice

SSRN Electronic Journal
2008English

An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements

Journal of Risk Finance
AccountingFinance
2002English

Applications of Extreme Value Theory in Public Health

PLoS ONE
Multidisciplinary
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy