A Stochastic Latent Moment Model for Electricity Price Formation
Year of publication: |
2017
|
---|---|
Authors: | Gianfreda, Angelica |
Other Persons: | Bunn, Derek W. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Strompreis | Electricity price | Stochastischer Prozess | Stochastic process | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry |
Extent: | 1 Online-Ressource (68 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3038357 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Extended structural models for the multi-technology merit order of electricity markets
Wottka, Thomas, (2018)
-
A Stochastic Model for Electric Scooter Systems
Pender, Jamol, (2020)
-
Stochastic Behaviour of the Electricity Bid Stack : From Fundamental Drivers to Power Prices
Howison, Sam, (2015)
- More ...
-
Integration and shock transmissions across European electricity forward markets
Bunn, Derek W., (2010)
-
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica, (2022)
-
The connectedness features of German electricity futures over short and long maturities
Gianfreda, Angelica, (2024)
- More ...