Modeling the intraday electricity demand in Germany (Q1979678): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-030-62732-4_1
+Normal rank
@@ Property / OpenAlex ID @@
+W3126205775
@@ Property / OpenAlex ID: W3126205775 / rank @@
+Normal rank
@@ Property / cites work @@
+A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES
+Normal rank
@@ Property / cites work @@
+An optimal trading problem in intraday electricity markets
+Normal rank
@@ Property / cites work @@
+A DIFFUSION MODEL FOR ELECTRICITY PRICES
@@ Property / cites work: A DIFFUSION MODEL FOR ELECTRICITY PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Ornstein-Uhlenbeck process with chance constraints
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Polynomial processes and their applications to mathematical finance
+Normal rank
@@ Property / cites work @@
+An interest rate model with upper and lower bounds
+Normal rank
@@ Property / cites work @@
+The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Multivariate Jacobi process with application to smooth transitions
+Normal rank
@@ Property / cites work @@
+A Jump‐diffusion Model for Exchange Rates in a Target Zone
+Normal rank
@@ Property / cites work @@
+DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
+Normal rank
@@ Property / cites work @@
+Constraint Ornstein-Uhlenbeck bridges
@@ Property / cites work: Constraint Ornstein-Uhlenbeck bridges / rank @@
+Normal rank
@@ Property / cites work @@
+MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES
+Normal rank
@@ Property / cites work @@
+Polynomial Processes for Power Prices
@@ Property / cites work: Polynomial Processes for Power Prices / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1979678