Modelling Energy Markets with Extreme Spikes

DOI10.1007/978-3-540-69532-5_20zbMath1151.91452OpenAlexW2099191117MaRDI QIDQ3528746

Thorsten Schmidt

Publication date: 17 October 2008

Published in: Mathematical Control Theory and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69532-5_20

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Stochastic processes (60G99) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

Term structure modeling with overnight rates beyond stochastic continuity ⋮ Estimating fast mean-reverting jumps in electricity market models

This page was built for publication: Modelling Energy Markets with Extreme Spikes