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~subject:"Electricity price"
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Electricity price
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Barndorff-Nielsen, Ole E.
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CREATES research paper
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Oxford Financial Research Centre economics series
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Finance and stochastics
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Handbook of financial time series
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
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2009
Persistent link: https://www.econbiz.de/10003849554
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Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
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2009
Persistent link: https://www.econbiz.de/10003849562
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3
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
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4
Modelling electricity forward markets by ambit fields
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10008651704
Saved in:
5
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
-
2009
Persistent link: https://www.econbiz.de/10003878816
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