Modelling energy spot prices : empirical evidence from NYMEX
Year of publication: |
2012
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Authors: | Nomikos, Nikos K. ; Andriosopoulos, Kostas |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 4, p. 1153-1169
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Subject: | Energy markets | Volatility modelling | Mean Reversion Jump Diffusion | Leverage/inverse leverage effect | Volatilität | Volatility | Energiemarkt | Energy market | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative |
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