Narrow search
Showing 1 - 3 of 3
Cover Image
HMM filtering and parameter estimation of an electricity spot price model
Erlwein, Christina; Benth, Fred Espen; Mamon, Rogemar - In: Energy economics 32 (2010) 5, pp. 1034-1043
Persistent link: https://www.econbiz.de/10008934330
Cover Image
Capturing the regime-switching and memory properties of interest rates
Xi, Xiaojing; Mamon, Rogemar - In: Computational economics 44 (2014) 3, pp. 307-337
Persistent link: https://www.econbiz.de/10010489078
Cover Image
Putting a price tag on temperature
Xiong, Heng; Mamon, Rogemar - In: Computational Management Science : CMS 15 (2018) 2, pp. 259-296
Persistent link: https://www.econbiz.de/10011876585