MCMC calibration of spot-prices models in electricity markets (Q6576819)
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scientific article; zbMATH DE number 7885123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC calibration of spot-prices models in electricity markets |
scientific article; zbMATH DE number 7885123 |
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MCMC calibration of spot-prices models in electricity markets (English)
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23 July 2024
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electricity markets
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Markov chain Monte Carlo
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mean-reverting commodity price
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multifactor model
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stochastic differential equations
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volatility
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