Add voldep slides

25_07_phd_defense/assets/01_common.R

@@ -53,3 +53,38 @@ cols %>%
   scale_x_discrete(expand = c(0, 0)) +
   scale_y_discrete(expand = c(0, 0)) +
   theme_minimal() -> plot_cols
+
+col_gas <- "blue"
+col_eua <- "green"
+col_oil <- "amber"
+col_coal <- "brown"
+
+col_scale2 <- function(x, rng_t) {
+  ret <- x
+  for (i in seq_along(x)) {
+    if (x[i] < rng_t[1]) {
+      ret[i] <- col_scale(rng_t[1])
+    } else if (x[i] > rng_t[2]) {
+      ret[i] <- col_scale(rng_t[2])
+    } else {
+      ret[i] <- col_scale(x[i])
+    }
+  }
+  return(ret)
+}
+
+rng_t <- c(-5, 5)
+h_sub <- c(1, 5, 30)
+
+col_scale <- scales::gradient_n_pal(
+  c(
+    cols[5, "green"],
+    cols[5, "light-green"],
+    cols[5, "yellow"],
+    # cols[5, "amber"],
+    cols[5, "orange"],
+    # cols[5, "deep-orange"],
+    cols[5, "red"]
+  ),
+  values = seq(rng_t[1], rng_t[2], length.out = 5)
+)

25_07_phd_defense/assets/library.bib

@@ -8,6 +8,15 @@
   year      = {2014},
   publisher = {Taylor \& Francis}
 }
+@article{berrisch2023modeling,
+  title     = {Modeling volatility and dependence of European carbon and energy prices},
+  author    = {Berrisch, Jonathan and Pappert, Sven and Ziel, Florian and Arsova, Antonia},
+  journal   = {Finance Research Letters},
+  volume    = {52},
+  pages     = {103503},
+  year      = {2023},
+  publisher = {Elsevier}
+}
 @incollection{aastveit2019evolution,
   title     = {The Evolution of Forecast Density Combinations in Economics},
   author    = {Aastveit, Knut Are and Mitchell, James and Ravazzolo, Francesco and van Dijk, Herman K},