A Vine Copula Panel Model for Day-Ahead Electricity Prices

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

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 proceeding › Book chapter › Research › peer-review

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Original language	English
Title of host publication	Symposium i Anvendt Statistik 2020
Editors	Peter Linde
Number of pages	7
Place of Publication	København
Publisher	Det Nationale Forskningscenter for Arbejdsmiljø
Publication date	25 Jan 2020
Pages	88-94
ISBN (Print)	978-87-989370-0-5
Publication status	Published - 25 Jan 2020
Event	Symposium i anvendt statistik - http://www.statistiksymposium.dk/, Aarhus, Denmark Duration: 27 Jan 2020 → 28 Jan 2020

Conference

Conference	Symposium i anvendt statistik
Location	http://www.statistiksymposium.dk/
Country/Territory	Denmark
City	Aarhus
Period	27/01/2020 → 28/01/2020

Access to Document

Open Access BogFinal published version, 6.52 MB

http://www.statistiksymposium.dk/20-0008_Bog_Samlet_WEB.pdfLicence: Unspecified

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Cite this

@inbook{744f834ab1814126b628d25df89e3e81,

title = "A Vine Copula Panel Model for Day-Ahead Electricity Prices",

author = "Valberg-Madsen, {Janus Sejersb{\o}ll} and Esben H{\o}g and Christensen, {Troels S{\o}nderby} and Anca Pircalabu",

year = "2020",

month = jan,

day = "25",

language = "English",

isbn = "978-87-989370-0-5",

pages = "88--94",

editor = "Peter Linde",

booktitle = "Symposium i Anvendt Statistik 2020",

publisher = "Det Nationale Forskningscenter for Arbejdsmilj{\o}",

note = "Symposium i anvendt statistik ; Conference date: 27-01-2020 Through 28-01-2020",

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Valberg-Madsen, JS, Høg, E, Christensen, TS & Pircalabu, A 2020, A Vine Copula Panel Model for Day-Ahead Electricity Prices. in P Linde (ed.), Symposium i Anvendt Statistik 2020. Det Nationale Forskningscenter for Arbejdsmiljø, København, pp. 88-94, Symposium i anvendt statistik, Aarhus, Denmark, 27/01/2020. <http://www.statistiksymposium.dk/20-0008_Bog_Samlet_WEB.pdf>

A Vine Copula Panel Model for Day-Ahead Electricity Prices. / Valberg-Madsen, Janus Sejersbøll; Høg, Esben; Christensen, Troels Sønderby et al.
Symposium i Anvendt Statistik 2020. ed. / Peter Linde. København: Det Nationale Forskningscenter for Arbejdsmiljø, 2020. p. 88-94.

Research output: Contribution to book/anthology/report/conference proceeding › Book chapter › Research › peer-review

TY - CHAP

T1 - A Vine Copula Panel Model for Day-Ahead Electricity Prices

AU - Valberg-Madsen, Janus Sejersbøll

AU - Høg, Esben

AU - Christensen, Troels Sønderby

AU - Pircalabu, Anca

PY - 2020/1/25

Y1 - 2020/1/25

M3 - Book chapter

SN - 978-87-989370-0-5

SP - 88

EP - 94

BT - Symposium i Anvendt Statistik 2020

A2 - Linde, Peter

PB - Det Nationale Forskningscenter for Arbejdsmiljø

CY - København

T2 - Symposium i anvendt statistik

Y2 - 27 January 2020 through 28 January 2020

ER -