Modelling electricity prices: a time change approach (Q5001192)
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scientific article; zbMATH DE number 7372452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling electricity prices: a time change approach |
scientific article; zbMATH DE number 7372452 |
Statements
Modelling electricity prices: a time change approach (English)
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16 July 2021
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electricity spot prices
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electricity futures and futures options
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spikes
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mean-reversion
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seasonality
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stochastic time change
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Laplace transform
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