sgk-electricity-prices.zip
Creators:
Michael S. Smith
;
Quan Gan
;
Robert Kohn
From the dataset abstract
We construct a copula from the skew t distribution of Sahu et al. (2003). This copula can capture asymmetric and extreme dependence between variables, and is one of the few copulas that...
Source: Modelling dependence using skew t copulas: Bayesian inference and applications (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/f05ea40f-421f-4cfc-8567-3b9df5d6e1d9/resource/d9216361-a3e2-4efd-8ce9-c43869676d6c/download/sgk-electricity-prices.zip |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
