Analysis and Modelling of Electricity Futures Prices

DOI10.2202/1558-3708.1372zbMath1260.91172OpenAlexW1530899164MaRDI QIDQ5452747

Hélyette Geman, Svetlana Borovkova

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1372

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

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