El-spot-VaR-1%-2002-2015

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-2.8

-2.4

-2.0

-1.6

-1.2

-0.8

-0.4

0.0

0.4

0.8

1.2

98 00 02 04 06 08 10 12 14

NRETRS_XOM NVARS_XOMEWMAVARS_XOM GARCHVARS_XOM

Electricity Spot Prices; VaR 1% for 1997-2015(present)

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