Rodrigo Herrera

Rodrigo Herrera

Universidad de Talca - Talca / Chile
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4528874
University of Talca
person_outline Rodrigo Herrera's MOST POPULAR ARTICLES
1-) Modelling interregional links in electricity price spikes Energy Economics 51, 383-393, 2015
2-) A Dynamic Multiple Equation Approach for Forecasting PM2.5 Pollution in Santiago, Chile NCER Working Paper Series 117, 2017
3-) Value at risk forecasts by extreme value models in a conditional duration framework Journal of Empirical Finance 23, 33-47, 2013
4-) The modeling and forecasting of extreme events in electricity spot markets International Journal of Forecasting 30 (3), 477-490, 2014
5-) Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model Energy Economics 63, 129-143, 2017