Pages that link to "Item:Q3191820"
From MaRDI portal
The following pages link to Modelling Electricity Futures by Ambit Fields (Q3191820):
Displaying 27 items.
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations (Q265269) (← links)
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- A scalar-valued infinitely divisible random field with Pólya autocorrelation (Q504477) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market (Q1657898) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Hybrid simulation scheme for volatility modulated moving average fields (Q1997699) (← links)
- A new approach to wind power futures pricing (Q2064645) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Approximating ambit fields via Fourier methods (Q2804015) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Representation and approximation of ambit fields in Hilbert space (Q2974867) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING (Q3304218) (← links)
- Empirical likelihood methods for discretely observed Gaussian moving averages (Q5222386) (← links)
- Integrability of multivariate subordinated Lévy processes in Hilbert space (Q5265794) (← links)
- Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
- Ambit fields: a stochastic modelling approach (Q5861085) (← links)
- Simulation methods and error analysis for trawl processes and ambit fields (Q6089636) (← links)
- A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)
- Robustness of Hilbert space-valued stochastic volatility models (Q6619590) (← links)
- From calendar time to business time: the case of commodity markets (Q6649932) (← links)
