Modelling natural gas future prices via hybrid stochastic diffusion processes
Ozenc Murat Mert, Oguz Koc, and A. Sevtap Selcuk-Kestel
| Year of publication: |
2025
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|---|---|
| Authors: | Mert, Ozenc Murat ; Koc, Oguz ; Selcuk-Kestel, A. Sevtap |
| Published in: |
Energy Entrepreneurship, Sustainability, Innovation and Financing : Practical Applications and Future Directions. - Cham : Springer Nature Switzerland, ISBN 978-3-031-80001-6. - 2025, p. 297-324
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| Subject: | Hybrid model | Natural gas prices | Parameter estimation | SDEs | Theorie | Theory | Stochastischer Prozess | Stochastic process | Erdgas | Natural gas | Rohstoffderivat | Commodity derivative | Gaspreis | Gas price | Preis | Price | Erdgasmarkt | Natural gas market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-80001-6_14 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015332331