Electricity price modeling with stochastic time change
Svetlana Borovkova, Maren Diane Schmeck
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Borovkova, Svetlana ; Schmeck, Maren Diane |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 63.2017, p. 51-65
|
| Subject: | Electricity prices | Stochastic time change | Activity rate | Mean reversion | Jump diffusion | Strompreis | Electricity price | Stochastischer Prozess | Stochastic process | Mean Reversion | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011757844