ELECTRICITY PRICES: A NONPARAMETRIC APPROACH
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Publication:3564994
DOI10.1142/S0219024910005772zbMath1203.91233OpenAlexW3125226497MaRDI QIDQ3564994
Publication date: 27 May 2010
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024910005772
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Cites Work
- A regime switching long memory model for electricity prices
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- MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES
- Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
- On estimating the diffusion coefficient from discrete observations
- Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices
- Fully Nonparametric Estimation of Scalar Diffusion Models
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