## Abstract Commodity index futures offer a versatile tool for gaining different forms of exposure to commodity markets. Volatility is a critical input in many of these applications. This paper examines issues in modelling the conditional variance of futures returns based on the Goldman Sachs Commo
Regime-switching modelling of the fluctuations of offshore wind generation
✍ Scribed by P. Pinson; L.E.A. Christensen; H. Madsen; P.E. Sørensen; M.H. Donovan; L.E. Jensen
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 799 KB
- Volume
- 96
- Category
- Article
- ISSN
- 0167-6105
No coin nor oath required. For personal study only.
✦ Synopsis
that the magnitude of fluctuations of offshore wind power cannot be considered as simply influenced by the generation level only.
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