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pro vyhledávání: '"Kevin Nordt"'
Publikováno v:
Managerial Finance. 36:525-533
PurposeThe purpose of this paper is to explore risk management models applied to electric power markets. Several Value‐at‐Risk (VaR) models are applied to day‐ahead forward contract electric power price data to see which, if any, could be best
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed1b5eee814e50cc1fb085b4c9738cf8
https://doi.org/10.1108/03074351011043008
https://doi.org/10.1108/03074351011043008
