Modelling Electricity Prices with Forward Looking Capacity Constraints (Q3395723): Difference between revisions
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| Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank | |||
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Latest revision as of 22:51, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Electricity Prices with Forward Looking Capacity Constraints |
scientific article |
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Modelling Electricity Prices with Forward Looking Capacity Constraints (English)
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13 September 2009
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capacity constraints
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mean reversion
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electricity indicated demand
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electricity indicated generation
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regime switching model
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