A semiparametric factor model for electricity forward
Year of publication: |
2008
|
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Authors: | Borak, Szymon ; Weron, RafaĆ |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Stromtarif | Rohstoff-Futures | Faktorenanalyse | Nichtparametrisches Verfahren | Nordeuropa | Power market | forward electricity curve | dynamic semiparametric factor model |
Series: | SFB 649 Discussion Paper ; 2008,050 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 584547382 [GVK] hdl:10419/25292 [Handle] |
Classification: | C51 - Model Construction and Estimation ; G13 - Contingent Pricing; Futures Pricing ; Q40 - Energy. General |
Source: |
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