Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative prices

Dogan Keles; Massimo Genoese; Dominik Möst; Wolf Fichtner

Year of publication:	2012
Authors:	Keles, Dogan ; Genoese, Massimo ; Möst, Dominik ; Fichtner, Wolf
Published in:	Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 4, p. 1012-1032
Subject:	Electricity prices \| Time-series models \| Mean-reversion process \| Negative prices \| Strompreis \| Electricity price \| Zeitreihenanalyse \| Time series analysis \| Simulation \| Theorie \| Theory \| Spotmarkt \| Spot market

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