Browsing AURA by Author "Stakkeland, Frode"

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    • Value at risk for Konsesjonskraft IKS 

      Stakkeland, Frode (Master thesis, 2024)
      ARMA models and uni- and multivariate ARMA-GARCH models are estimated based on log returns from time series of electricity price data from 2005 to 2019. The electricity price data are Nord Pool day-ahead spot prices and ...