Modelling jumps in electricity prices: theoryand empirical evidence
Year of publication: |
2007-11-14
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Authors: | Seifert, Jan ; Uhrig-Homburg, Marliese |
Institutions: | Institut für Industrielle Informationstechnik <Karlsruhe> |
Published in: | |
Subject: | Derivate | Empirie | empiricism | Strompreis | Diffusion | Jump diffusion |
Extent: | 743424 bytes 27 p. application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | C11 - Bayesian Analysis ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Q4 - Energy ; Financial theory ; Study of commerce ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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