Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution

Anne Opschoor, Dewi Peerlings, Luca Rossini, Andre Lucas

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper Series
No.	24-049/III

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title = "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution",

author = "Anne Opschoor and Dewi Peerlings and Luca Rossini and Andre Lucas",

year = "2024",

month = jul,

day = "19",

language = "English",

volume = "24-049/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "24-049/III",

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T1 - Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution

AU - Opschoor, Anne

AU - Peerlings, Dewi

AU - Rossini, Luca

AU - Lucas, Andre

PY - 2024/7/19

Y1 - 2024/7/19

M3 - Working paper

VL - 24-049/III

T3 - TI Discussion Paper Series

BT - Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution

PB - Tinbergen Institute

ER -