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A branching process approach to power markets
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
;
Sgarra, Carlo
- In:
Energy economics
79
(
2019
),
pp. 144-156
Persistent link: https://www.econbiz.de/10012172268
Saved in:
2
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano
;
Sgarra, Carlo
- In:
International journal of computational economics and …
5
(
2015
)
4
,
pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
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