Blar i Institutt for matematiske fag på forfatter "Owusu, Ampem Darko"
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The use of extreme value statistics in risk management of the electricity market
Owusu, Ampem Darko (Master thesis, 2013)In this thesis, we investigate the success of extreme value theory in managing electricity price risk. We specifically deals with the behaviour of the tails of financial time series.The theory provides well established ...