A fractional Brownian-Hawkes model for the Italian electricity spot market : estimation and forecasting
Luca M. Giordano and Daniela Morale
| Year of publication: |
2021
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|---|---|
| Authors: | Giordano, Luca M. ; Morale, Daniela |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 14.2021, 3, p. 65-109
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| Subject: | energy markets | Hawkes model | fractional Brownian motion | stochastic modeling and forecasting | Italian spot prices | Italien | Italy | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Spotmarkt | Spot market | Elektrizitätswirtschaft | Electric power industry | Schätzung | Estimation | Theorie | Theory | Strompreis | Electricity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2021.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805344