Modeling electricity loads in California: a continuous-time approach

DOI10.1016/S0378-4371(01)00315-6zbMath0974.91506arXivcond-mat/0103257OpenAlexW3103338616MaRDI QIDQ5947899

No author found.

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0103257

zbMATH Keywords

diffusion processesOrnstein-Uhlenbeck processespower market

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26)

Uses Software

• itsmr

Cites Work

• Unnamed Item
• Unnamed Item
• Energy price risk management
• Theory of Financial Risk and Derivative Pricing
• An equilibrium characterization of the term structure

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