Application of continuous stochastic processes in energy market models

DOI10.1007/978-3-030-62732-4_2zbMath1471.91348OpenAlexW3126988325MaRDI QIDQ1979681

Andreas Wagner, Wieger Hinderks, Ria Grindel

Publication date: 3 September 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-62732-4_2

zbMATH Keywords

Ornstein-Uhlenbeck processautoregressive processenergy marketscontinues stochastic processesrisk managemnet

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

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