A branching process approach to power markets
Ying Jiao, Chunhua Ma, Simone Scotti, Carlo Sgarra
| Year of publication: |
2019
|
|---|---|
| Authors: | Jiao, Ying ; Ma, Chunhua ; Scotti, Simone ; Sgarra, Carlo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 79.2019, p. 144-156
|
| Subject: | Branching Processes | Energy markets | Random Fields | Risk premium term structure | Self-exciting structures | Energiemarkt | Energy market | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Elektrizitätswirtschaft | Electric power industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172268