Renewable Energy: Forecasting and Risk Management Paris, France, Jun
Gathering selected, revised and extended contributions from the conference ‘Forecasting and Risk Management for Renewable Energy FOREWER’, which took place in Paris in June 2017, this book focuses on the applications of statistics to the risk management a
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Philippe Drobinski Mathilde Mougeot Dominique Picard Riwal Plougonven Peter Tankov Editors
Renewable Energy: Forecasting and Risk Management Paris, France, June 7–9, 2017
Springer Proceedings in Mathematics & Statistics Volume 254
Springer Proceedings in Mathematics & Statistics This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.
More information about this series at http://www.springer.com/series/10533
Philippe Drobinski Mathilde Mougeot Dominique Picard Riwal Plougonven Peter Tankov •
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Editors
Renewable Energy: Forecasting and Risk Management Paris, France, June 7–9, 2017
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Editors Philippe Drobinski Laboratoire de Méteorologie Dynamique CNRS Palaiseau, France Mathilde Mougeot UFR de Mathématiques Université Paris Diderot Paris, France
Riwal Plougonven Laboratoire de Météorologie Dynamique Ecole Polytechnique Palaiseau, France Peter Tankov CREST—ENSAE Paris Tech Palaiseau, France
Dominique Picard UFR de Mathématiques Université Paris Diderot Paris, France
ISSN 2194-1009 ISSN 2194-1017 (electronic) Springer Proceedings in Mathematics & Statistics ISBN 978-3-319-99051-4 ISBN 978-3-319-99052-1 (eBook) https://doi.org/10.1007/978-3-319-99052-1 Library of Congress Control Number: 2018951904 Mathematics Subject Classification (2010): 62P12, 62P30 © Springer Nature Switzerland AG 2018 Chapter 9 is Open Access This chapter is licensed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/). For further details see license information in the chapter. This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publis
