CREATES Lunch Seminar: Peter Exterkate, The University of Sydney and CREATES

Title: A regime-switching stochastic volatility model for forecasting electricity prices

Info about event

Time

Tuesday 7 March 2017,  at 12:05 - 12:35

Location

Fuglesangs Allé 4, 8210 Aarhus V, building 2628(M), room 303

CREATES arranges lunch seminars on a regular basis, normally on Tuesdays. The speakers are usually CREATES members, mostly PhD students and postdocs. The speakers can also be visiting PhD students or professors.

Each lunch seminar is followed by a discussion of the paper presented.

Organizers: Paolo Santucci de Magistris and Niels Strange Grønborg.

Place: CREATES meeting room, M303, building 2628 (M)

www.creates.au.dk