Stable modeling in energy risk management

DOI10.1007/S001860200181zbMath1032.91634OpenAlexW1978665855MaRDI QIDQ1397054

Zauresh Atakhanova, Irina Khindanova

Publication date: 16 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200181

zbMATH Keywords

ModelingValue at RiskStable distributionsEnergy risk management

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Heavy-tails and regime-switching in electricity prices

Uses Software

• STABLE

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