A Vine Copula Panel Model for Day-Ahead Electricity Prices

Janus Sejersbøll Valberg-Madsen*, Esben Høg, Troels Sønderby Christensen, Anca Pircalabu

*Corresponding author for this work

Research output: Contribution to book/anthology/report/conference proceedingBook chapterResearchpeer-review

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Original languageEnglish
Title of host publicationSymposium i Anvendt Statistik 2020
EditorsPeter Linde
Number of pages7
Place of PublicationKøbenhavn
PublisherDet Nationale Forskningscenter for Arbejdsmiljø
Publication date25 Jan 2020
Pages88-94
ISBN (Print)978-87-989370-0-5
Publication statusPublished - 25 Jan 2020
EventSymposium i anvendt statistik - http://www.statistiksymposium.dk/, Aarhus, Denmark
Duration: 27 Jan 202028 Jan 2020

Conference

ConferenceSymposium i anvendt statistik
Locationhttp://www.statistiksymposium.dk/
Country/TerritoryDenmark
CityAarhus
Period27/01/202028/01/2020

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