Heavy-tails and regime-switching in electricity prices
Year of publication: |
2009
|
---|---|
Authors: | Weron, Rafał |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 69.2009, 3, p. 457-473
|
Subject: | Strompreis | Electricity price | Markov-Kette | Markov chain | Elektrizitätswirtschaft | Electric power industry | Volatilität | Volatility |
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