Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761)
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scientific article; zbMATH DE number 7369781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model |
scientific article; zbMATH DE number 7369781 |
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Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (English)
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8 July 2021
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electricity market
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regime-switching model
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calibration
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EM algorithm
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forward contracts
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