The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent
Year of publication: |
2006-04
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Authors: | Liu, Tung ; Bask, Mikael ; Widerberg, Anna |
Institutions: | Department of Economics, Ball State University |
Subject: | Feedforward Neural Network | Nord Pool | Lyapunov Exponents | Spot Electricity Prices | Stochastic Dynamic System |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Physica A, 2007, vol. 376, pp. 565-572 Number 200603 14 pages |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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The stability of electricity prices: estimation and inference of the Lyapunov exponents
Bask, Mikael, (2006)
-
The stability of electricity prices: estimation and inference of the Lyapunov exponents
Bask, Mikael, (2006)
-
The stability of electricity prices: Estimation and inference of the Lyapunov exponents
Bask, Mikael, (2007)
- More ...
-
The stability of electricity prices: estimation and inference of the Lyapunov exponents
Bask, Mikael, (2006)
-
The stability of electricity prices : estimation and inference of the Lyapunov exponents
Bask, Mikael, (2006)
-
The Stability of Electricity Prices : Estimation and Inference of the Lyapunov Exponents
Bask, Mikael, (2007)
- More ...