Fredrik Bajers Vej 7E
Aalborg, DK-9220
Denmark
Aalborg University
wind power futures, Ornstein-Uhlenbeck process, weather derivatives, market price of risk
Day-Ahead Electricity Prices, Market Coupling, Copula Models, Tail Dependence, Financial Transmission Rights, Tail Quantile Forecasting
Clean Spark Spread, Wind Power Futures, Copula Models, Time-Varying Dependence, Hedging