Modeling energy prices under energy transition : a novel stochastic-copula approach
Year of publication: |
2021
|
---|---|
Authors: | Correia Fernandes, Mário ; Dias, José Carlos ; Nunes, Joaõ Pedro Vidal |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 105.2021, p. 1-12
|
Subject: | Copula functions | Electricity | Energy transition | Jump-diffusion | Mean reversion | Natural gas | Multivariate Verteilung | Multivariate distribution | Erdgas | Elektrizitätswirtschaft | Electric power industry | Energiekonsum | Energy consumption | Strompreis | Electricity price | Energiepolitik | Energy policy | Ölpreis | Oil price |
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