Higher moments in the fundamental specification of electricity forward prices (Q5051979)
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scientific article; zbMATH DE number 7620643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher moments in the fundamental specification of electricity forward prices |
scientific article; zbMATH DE number 7620643 |
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Higher moments in the fundamental specification of electricity forward prices (English)
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18 November 2022
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electricity prices
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electricity demand
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Monte Carlo simulations
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forward risk premium
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student-\(t\) distribution
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skew-\(t\) distribution
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kurtosis
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