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Performance of value-at-risk averaging in the Nordic power futures market
by
Westgaard, Sjur
,
Frydenberg, Stein
,
Andersen Sveinsson, Jørgen
,
Aaløkken, Maurits
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The journal of energy markets
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A Study of the Performance of Value-At-Risk Averaging and Expected Shortfall Averaging in the Nordic Power Futures Market
by
Aaløkken, Maurits Mogenssøn
,
Sveinsson, Jørgen Andersen
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A Study of the Performance of Value-at-Risk Averaging and Expected Shortfall Averaging in the Nordic Power Futures Market
by
Aaløkken, Maurits Mogenssøn
,
Sveinsson, Jørgen Andersen
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The Journal Of Energy Markets
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Arch-Modell
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Business & Economics
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Contingent Pricing, Futures Pricing, Option Pricing
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Cornish–Fisher
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Economics
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Electric Utilities
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Electricity
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Energy: Demand And Supply, Prices
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Europe
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Filtered Historical Simulation
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Futures Market
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Garch
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Model Averaging
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Nordeuropa
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Nordic Countries
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Nordic Electricity Mar-Ket
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Portfolio-Management
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Prognoseverfahren
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Quantile Regression
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Risikomass
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Nora - Norwegian Open Research Archives
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Abi/Inform Global
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Risk.net
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