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Electricity price
4
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Option pricing theory
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Ornstein-Uhlenbeck process
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Energy economics
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
2
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
Saved in:
3
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
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:
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