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Quantifying Volatility Reduction in German Day-ahead Spot Market in the Period 2006 through 2016.
Abdolrahman Khoshrou
Eric J. Pauwels
Published in:
CoRR (2018)
Keyphrases
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garch model
spot market
unit commitment
stock market
short term
long term
multivariate time series
sar images
iron ore
electricity markets
linear programming
financial markets
planning horizon
stochastic programming
heavy tailed
power generation