Factor models in the German electricity market : stylized facts, seasonality, and calibration
W. J. Hinderks, A. Wagner
| Year of publication: |
2020
|
|---|---|
| Authors: | Hinderks, Wieger Johan ; Wagner, Andreas |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 85.2020, p. 1-13
|
| Subject: | Arithmetic factor models | Calibration | Electricity price model | Seasonality functions | Strompreis | Electricity price | Deutschland | Germany | Saisonale Schwankungen | Seasonal variations | Elektrizitätswirtschaft | Electric power industry | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.03.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012510288