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Predicting the time-varying covariance matrix of NordPool Energy Forwards

  • Kjersti Aas

Publication details

  • Event: ElCarbonRisk-seminar, Skeikampen
  • Year: 2011

Kjersti Aas

Research Director SAMBA
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  • Scientific lecture
  • Predicting the time-varying covariance matrix of NordPool Energy Forwards

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