Backtesting expected shortfall with a skewed exponential power distribution in electricity markets. - Aymeric Thibault; Pascal Bondon (EUSIPCO, 2016)

A skewed exponential power distribution to measure value at risk in electricity markets. - Aymeric Thibault; Pascal Bondon (SSP, 2016)

A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data. - Aymeric Thibault; Pascal Bondon (EUSIPCO, 2017)