A new energy model to capture the behavior of energy price processes
Weijun Xu, Qi Sun; Weilin Xiao
| Year of publication: |
2012
|
|---|---|
| Authors: | Xu, Weijun ; Sun, Qi ; Xiao, Weilin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 5, p. 1585-1591
|
| Subject: | Energy model | Maximum likelihood estimation | Malliavin calculus | Fractional Ornstein-Uhlenbeck processes | Monte Carlo simulation | Monte-Carlo-Simulation | Theorie | Theory | Maximum-Likelihood-Schätzung | Stochastischer Prozess | Stochastic process | Simulation | Energiemarkt | Energy market | Energiepreis | Energy price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009667202