Aymeric Thibault

Publication Activity (10 Years)

Years Active: 2016-2017
Publications (10 Years): 3

Top Topics

Power Distribution

Agent Based Simulation

Differential Equations

Top Venues

Publications

Aymeric Thibault, Pascal Bondon
A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data. EUSIPCO (2017)
Aymeric Thibault, Pascal Bondon
A skewed exponential power distribution to measure value at risk in electricity markets. SSP (2016)
Aymeric Thibault, Pascal Bondon
Backtesting expected shortfall with a skewed exponential power distribution in electricity markets. EUSIPCO (2016)