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Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model - MaRDI portal

Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model

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Publication:6594798

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DOI10.1007/s11579-023-00350-yzbMath1542.91146MaRDI QIDQ6594798

Giuseppe Orlando, Claudia Ceci, Michele Bufalo

Publication date: 28 August 2024

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

zbMATH Keywords

energy stochastic differential equations forecasting three-factor stochastic model

Mathematics Subject Classification ID

Economic time series analysis (91B84) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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