A DIFFUSION MODEL FOR ELECTRICITY PRICES (Q4419296): 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/10.1111/j.1467-9965.2002.tb00125.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3122522189 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Box-Cox transformations in linear models: Large sample theory and tests of normality / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Microeconomic Approach to Diffusion Models For Stock Prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Electricity prices and power derivatives: evidence from the Nordic Power Exchange / rank | |||
Normal rank | |||
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)
0 references
13 August 2003
0 references
mean-reverting
0 references
