A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/13504860600725031 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1973444515 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal portfolios for exponential Lévy processes. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Electricity prices and power derivatives: evidence from the Nordic Power Exchange / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Prediction‐based estimating functions / rank | |||
Normal rank | |||
Latest revision as of 12:09, 26 June 2024
scientific article; zbMATH DE number 5171069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing |
scientific article; zbMATH DE number 5171069 |
Statements
A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (English)
0 references
16 July 2007
0 references
electricity markets
0 references
spot price modelling
0 references
forward and futures pricing
0 references
additive processes
0 references
Ornstein-Uhlenbeck processes
0 references
0 references
