A self-exciting modeling framework for forward prices in power markets (Q6580688)
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scientific article; zbMATH DE number 7888903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A self-exciting modeling framework for forward prices in power markets |
scientific article; zbMATH DE number 7888903 |
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A self-exciting modeling framework for forward prices in power markets (English)
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29 July 2024
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branching processes
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forward prices
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Hawkes processes
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Heath-Jarrow-Morton model
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jumps clustering
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power markets
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self-exciting processes
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