Modelling electricity forward curve dynamics in the Italian market
Year of publication: |
2008-11
|
---|---|
Authors: | Musti, Silvana ; Fanelli, Viviana |
Institutions: | Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia |
Subject: | Electricity prices | HJM model | Jump-diffusions | Regimeswitches | Spikes |
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