D. Chen

Analysis and Forecasting of Electricty Price Risks with Quantile Factor Models

Derek W. Bunn, Sjur Westgaard, Arne Andresen, 2016 .

The Forecasting Performance of a Finite Mixture Regime-Switching Model for Daily Electricity Prices

D. Bunn, D. Chen, Dipeng Chen, 2014 .

Analysis and Forecasting of Electricity Price Risks with Quantile Factor Models

D. Bunn, Arne Andresen, D. Chen, 2016 .

MODELLING AND FORECASTING ELECTRICITY PRICE RISK WITH

D. Bunn, Arne Andresen, D. Chen, 2012 .