A Regime-Switching Copula Approach to Modeling Day-Ahead...

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A Regime-Switching Copula Approach to Modeling Day-Ahead Prices in Coupled Electricity Markets

Pircalabu, Anca
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2912312
File:
PDF, 1.04 MB
english, 2017
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