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1
Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Energy economics
79
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
Saved in:
2
Electricity price modeling with stochastic time change
Borovkova, Svetlana
;
Schmeck, Maren Diane
- In:
Energy economics
63
(
2017
),
pp. 51-65
Persistent link: https://www.econbiz.de/10011757844
Saved in:
3
A rough multi-factor model of electricity spot prices
Bennedsen, Mikkel
- In:
Energy economics
63
(
2017
),
pp. 301-313
Persistent link: https://www.econbiz.de/10011757980
Saved in:
4
An agent-based approach with collaboration among agents : estimation of wholesale electricity price on PJM and artificial data generated by a mean reverting model
Sueyoshi, Toshiyuki
- In:
Energy economics
32
(
2010
)
5
,
pp. 1025-1033
Persistent link: https://www.econbiz.de/10008934334
Saved in:
5
Valuing flexibility : the case of an integrated gasification combined cycle power plant
Abadié Muñoz, Luis María
;
Chamorro, José-Maria
- In:
Energy economics
30
(
2008
)
4
,
pp. 1850-1881
Persistent link: https://www.econbiz.de/10003745329
Saved in:
6
Fitting semiparametric Markov regime-switching models to electricity spot prices
Eichler, Michael
;
Türk, D.
- In:
Energy economics
36
(
2013
),
pp. 614-624
Persistent link: https://www.econbiz.de/10009724626
Saved in:
7
On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen
;
Che Mohd Imran Che Taib
- In:
Energy economics
40
(
2013
),
pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
Saved in:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
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