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The thesis presents a construction of a grid that discretizes the threshold model introduced by Geman and Roncoroni (2006) for electricity spot prices, incorporating both mean reversion and jumps, the direction of the latter depending on the price of the underlying at the time of the jump. The...
Persistent link: https://www.econbiz.de/10010705810
La méthodologie proposée par la théorie enracinée permet dans une optique idéale de proposer des résultats généralisables et objectifs. Néanmoins, de nombreuses critiques sont adressées aux recherches basées sur cette méthode. Les principaux reproches sont le manque de rigueur dans...
Persistent link: https://www.econbiz.de/10011071896
In many research papers the research methodology section gives details of the context and data gathering strategy however the data analysis process often remains a mystery. In an aim to increase collective reflection on data analysis, this article adds to emerging literature on the subject....
Persistent link: https://www.econbiz.de/10011074109