HMM filtering and parameter estimation of an electricity spot price model
Christina Erlwein; Fred Espen Benth; Rogemar Mamon
| Year of publication: |
2010
|
|---|---|
| Authors: | Erlwein, Christina ; Benth, Fred Espen ; Mamon, Rogemar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 1034-1043
|
| Subject: | Energiehandel | Energy trade | Spotmarkt | Spot market | Strompreis | Electricity price | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008934330