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~isPartOf:"Energy economics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~person:"Gudkov, Nikolay"
~person:"Kostrzewska, Jadwiga"
~subject:"Electricity price"
~subject:"Estimation"
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Electricity price
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Gudkov, Nikolay
Kostrzewska, Jadwiga
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Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
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Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
2
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
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