Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
type: Item
instance of: scholarly article
title: Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
zbMATH Open document ID: 1467.91101
author: Farshid Mehrdoust
author: Idin Noorani
published in: Mathematics and Financial Economics
publication date: 2021-07-08T00:00:00Z
Mathematics Subject Classification ID: 91B74
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 7369781
zbMATH Keywords: electricity market
zbMATH Keywords: regime-switching model
zbMATH Keywords: calibration
zbMATH Keywords: EM algorithm
zbMATH Keywords: forward contracts
MaRDI profile type: Publication
full work available at URL: s11579-020-00287-6
OpenAlex ID: W3120322093
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DOI: 10.1007/S11579-020-00287-6
description: scientific article; zbMATH DE number 7369781