The value of energy trades can change over time with market conditions and underlying price variables. The rise of competition and deregulation in energy markets has led to relatively free energy markets that are characterized by high price shifts. Within oil markets the volatile oil price environme
β¦ LIBER β¦
Risk management for water and energy pipelines
β Scribed by R.B. Kulkarni; A.S. Patwardhan
- Publisher
- Elsevier Science
- Year
- 1990
- Weight
- 691 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0376-6349
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## Abstract Recent research has suggested that forecast evaluation on the basis of standard statistical loss functions could prefer models which are subβoptimal when used in a practical setting. This paper explores a number of statistical models for predicting the daily volatility of several key UK