Modeling energy prices under energy transition : a novel stochastic-copula approach
Mário Correia Fernandes, José Carlos Dias, João Pedro Vidal Nunes
| Year of publication: |
2021
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|---|---|
| Authors: | Correia Fernandes, Mário ; Dias, José Carlos ; Nunes, Joaõ Pedro Vidal |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 105.2021, p. 1-12
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| Subject: | Copula functions | Electricity | Energy transition | Jump-diffusion | Mean reversion | Natural gas | Erdgas | Energiepreis | Energy price | Multivariate Verteilung | Multivariate distribution | Energiewende | Mean Reversion | Strompreis | Electricity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105671 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367312