Fitting semiparametric Markov regime-switching models to electricity spot prices
M. Eichler; D. Türk
| Year of publication: |
2013
|
|---|---|
| Authors: | Eichler, Michael ; Türk, D. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 614-624
|
| Subject: | Electricity spot prices | Mean-reversion | Markov regime-switching | Robust estimation | Semiparametric estimation | Simulation study | Markov-Kette | Markov chain | Strompreis | Electricity price | Nichtparametrisches Verfahren | Nonparametric statistics | Robustes Verfahren | Robust statistics | Spotmarkt | Spot market | Theorie | Theory | Simulation |
| 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/10009724626