A DIFFUSION MODEL FOR ELECTRICITY PRICES (Q4419296): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2002.tb00125.x / rank | |||
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| Property / cites work: Box-Cox transformations in linear models: Large sample theory and tests of normality / rank | |||
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| Property / cites work: A Microeconomic Approach to Diffusion Models For Stock Prices / rank | |||
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| Property / cites work: Electricity prices and power derivatives: evidence from the Nordic Power Exchange / rank | |||
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Latest revision as of 09:29, 6 June 2024
scientific article; zbMATH DE number 1963354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A DIFFUSION MODEL FOR ELECTRICITY PRICES |
scientific article; zbMATH DE number 1963354 |
Statements
A DIFFUSION MODEL FOR ELECTRICITY PRICES (English)
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13 August 2003
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mean-reverting
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