Aymeric Thibault, Pascal Bondon. Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets.
24th European Signal Processing Conference (EUSIPCO), Aug 2016, Budapest, Hungary. pp.2141-2145,
⟨10.1109/eusipco.2016.7760627⟩.
⟨hal-01578831⟩