Pages that link to "Item:Q6580688"
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The following pages link to A self-exciting modeling framework for forward prices in power markets (Q6580688):
Displaying 4 items.
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (Q6549590) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
- A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)