Christian Huurman

Financial Engineering Associates

75 King William Street

London EC4N 7BE

United Kingdom

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Downloads 101 (265,516)

The Power of Weather

Number of pages: 27 Posted: 13 Feb 2009
Francesco Ravazzolo, Christian Huurman and Chen Zhou
Free University of Bozen-Bolzano - Faculty of Economics and Management, Financial Engineering Associates and De Nederlandsche Bank
Downloads 75 (322,947)

Abstract:

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Electricity prices, GARCH models, weather forecasts, point and density forecasts

The Power of Weather

De Nederlandsche Bank Working Paper No. 236
Number of pages: 34 Posted: 20 Oct 2011
Christian Huurman, Francesco Ravazzolo and Chen Zhou
Financial Engineering Associates, Free University of Bozen-Bolzano - Faculty of Economics and Management and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 26 (506,600)

Abstract:

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Electricity prices, weather forecasts, point and density forecasts, GARCH models