Using extreme value theory to measure value-at-risk for daily electricity spot prices

Kam Chan, Philip Gray

Research output: Contribution to journalArticleResearchpeer-review

103 Citations (Scopus)
Original languageEnglish
Pages (from-to)283 - 300
Number of pages18
JournalInternational Journal of Forecasting
Volume22
Issue number2
DOIs
Publication statusPublished - 2006
Externally publishedYes

Cite this