Electricity price modeling with stochastic time change
Year of publication: |
March 2017
|
---|---|
Authors: | Borovkova, Svetlana ; Schmeck, Maren Diane |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 63.2017, p. 51-65
|
Subject: | Electricity prices | Stochastic time change | Activity rate | Mean reversion | Jump diffusion | Stochastischer Prozess | Stochastic process | Strompreis | Electricity price | Theorie | Theory |
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