Modelling the industrial production of electric and gas utilities through the CIR3 model
Year of publication: |
2024
|
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Authors: | Ceci, Claudia ; Bufalo, Michele ; Orlando, Giuseppe |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 18.2024, 1, p. 1-25
|
Subject: | Energy | Forecasting | Stochastic differential equations | Three-factor stochastic model | Stochastischer Prozess | Stochastic process | Elektrizitätswirtschaft | Electric power industry | Theorie | Theory | Analysis | Mathematical analysis | Gaswirtschaft | Gas industry |
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