Predicting the Time-Varying Covariance Matrix of Electricity Forwards

Aas, Kjersti

September 01, 2004

SAMBA

• Conference: Invited talk at Energyforum: Measuring and Modelling Energy Risk
• Title: Predicting the Time-Varying Covariance Matrix of Electricity Forwards
• Author(s): Aas, Kjersti
• Published date: September 01, 2004