Risk management and portfolio optimization for gas- and coal-fired power plants in Germany : a multivariate GARCH approach

Madlener, Reinhard; Charalampous, Georgios

London : Incisive Media (2016)
Journal Article

In: The journal of energy markets
Volume: 9
Issue: 2
Page(s)/Article-Nr.: 69-94


  • E.ON Energy Research Center [080052]
  • Chair of Future Energy Consumer Needs and Behavior [816110]