"Modeling Dependence between European Electricity Markets with Constant and ..."

Jiangze Du, Kin Keung Lai (2017)

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DOI: 10.1016/J.PROCS.2017.11.346

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-10

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  dblp key:
  - conf/itqm/DuL17
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  - https://dblp.org/rec/conf/itqm/DuL17
Jiangze Du, Kin Keung Lai:
Modeling Dependence between European Electricity Markets with Constant and Time-varying Copulas. ITQM 2017: 94-101

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