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
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|---|---|
| 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
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| Subject: | Electricity prices | Time-series models | Mean-reversion process | Negative prices | Strompreis | Electricity price | Zeitreihenanalyse | Time series analysis | Simulation | Theorie | Theory | Spotmarkt | Spot market |
| Extent: | Ill., 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/10009687450