Application of continuous stochastic processes in energy market models
type: Item
instance of: scholarly article
title: Application of continuous stochastic processes in energy market models
zbMATH Open document ID: 1471.91348
DOI: 10.1007/978-3-030-62732-4_2
author: Ria Grindel
author: Wieger Hinderks
author: Andreas Wagner
publication date: 2021-09-03T00:00:00Z
review text: The Chapter 2 deals with the application of continuous stochastic processes in the energy market models. Models for temperature, demand, and renewable electricity generation, as well as the price modelling, are discussed. For the entire collection see [Zbl 1467.93007].
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91B74
zbMATH DE Number: 7390509
zbMATH Keywords: continues stochastic processes
zbMATH Keywords: energy markets
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: autoregressive process
zbMATH Keywords: risk managemnet
reviewed by: Alexandra Rodkina
MaRDI profile type: Publication
full work available at URL: 978-3-030-62732-4 2
OpenAlex ID: W3126988325
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description: scientific article; zbMATH DE number 7390509