Coherent risk measures for the European electricity markets: The relationship between market structure and risk

Additional Metadata
Keywords	Coherent risk, Asset pricing, Incomplete markets, Spectral risk measure, Market risks, Liquidity, Electricity industry/market/sector
Thesis Advisor	Tims, B., Laan, E.A. van der
Persistent URL	hdl.handle.net/2105/24899
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Paganini, P. (2011). Coherent risk measures for the European electricity markets: The relationship between market structure and risk. In Finance & Investments.http://hdl.handle.net/2105/24899

Coherent risk measures for the European electricity markets