Application of continuous stochastic processes in energy market models (Q1979681)
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scientific article; zbMATH DE number 7390509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of continuous stochastic processes in energy market models |
scientific article; zbMATH DE number 7390509 |
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Application of continuous stochastic processes in energy market models (English)
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3 September 2021
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The Chapter 2 deals with the application of continuous stochastic processes in the energy market models. Models for temperature, demand, and renewable electricity generation, as well as the price modelling, are discussed. For the entire collection see [Zbl 1467.93007].
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continues stochastic processes
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energy markets
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Ornstein-Uhlenbeck process
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autoregressive process
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risk managemnet
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0.91510224
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0.89064866
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0.8703763
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0.86828256
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0.8680764
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0.8672423
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0.8625713
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