Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
Year of publication: |
2021
|
---|---|
Authors: | Mehrdoust, Farshid ; Noorani, Idin |
Subject: | Electricity market | Regime-switching model | Calibration | EM algorithm | Forward contracts | Strompreis | Electricity price | Derivat | Derivative | Elektrizitätswirtschaft | Electric power industry | Markov-Kette | Markov chain | Elektrizität | Electricity | Spotmarkt | Spot market | Energiehandel | Energy trade | Optionspreistheorie | Option pricing theory | Energiemarkt | Energy market |
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