Predicting the prices of electricity derivatives on the energy exchange
Year of publication: |
2013
|
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Authors: | Kratochvíl, Štěpán ; Starý, Oldřich |
Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 21.2013, 6, p. 65-81
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Subject: | electricity derivatives | energy exchange | predicting prices | estimation of the parameters | data filtering | Derivat | Derivative | Prognoseverfahren | Forecasting model | Strompreis | Electricity price | Prognose | Forecast | Elektrizität | Electricity | Elektrizitätswirtschaft | Electric power industry | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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