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 / PreprintWorking paperProfessional

Original languageEnglish
PublisherTinbergen Institute
Volume24-049/III
Publication statusPublished - 19 Jul 2024

Publication series

NameTI Discussion Paper Series
No.24-049/III

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