Pages that link to "Item:Q2994839"
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The following pages link to Electricity spot price modelling with a view towards extreme spike risk (Q2994839):
Displayed 16 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Computing deltas without derivatives (Q522065) (← links)
- Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
- Kernel estimation for Lévy driven stochastic convolutions (Q2063036) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- Well-balanced Lévy driven Ornstein–Uhlenbeck processes (Q3107438) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
- ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS (Q5245888) (← links)