Joint econometric modeling of spot electricity prices, forwards and options (Q1937840)
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scientific article; zbMATH DE number 6133457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint econometric modeling of spot electricity prices, forwards and options |
scientific article; zbMATH DE number 6133457 |
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Joint econometric modeling of spot electricity prices, forwards and options (English)
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1 February 2013
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electricity derivative pricing
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spikes
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car processes
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stochastic discount factor
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Kitagawa-Hamilton filter
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