Pages that link to "Item:Q5452743"
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The following pages link to The Nature of Power Spikes: A Regime-Switch Approach (Q5452743):
Displaying 13 items.
- A discrete model for optimal operation of fossil-fuel generators of electricity (Q421796) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Heavy-tails and regime-switching in electricity prices (Q1028534) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819) (← links)
- MCMC calibration of spot-prices models in electricity markets (Q6576819) (← links)