Heavy-tails and regime-switching in electricity prices
type: Item
instance of: scholarly article
title: Heavy-tails and regime-switching in electricity prices
zbMATH Open document ID: 1163.91362
author: Rafał Weron
published in: Mathematical Methods of Operations Research
publication date: 2009-07-06T00:00:00Z
full work available at URL: MPRA paper 10424.pdf
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5575939
zbMATH Keywords: electricity spot price
zbMATH Keywords: heavy-tails
zbMATH Keywords: spikes
zbMATH Keywords: Markov regime-switching
zbMATH Keywords: Pareto distribution
MaRDI profile type: Publication
OpenAlex ID: W2015051487
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DOI: 10.1007/S00186-008-0247-4
description: scientific article; zbMATH DE number 5575939