Modeling electricity spot prices: Regime switching models with price-capped spike distributions
Year of publication: |
2010-06-14
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Authors: | Janczura, Joanna ; Weron, Rafal |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Electricity spot price | Markov regime-switching model | Price spike | Price cap | Truncated distribution |
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