Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (Q2837759): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2018786965 / rank | |||
Normal rank | |||
Revision as of 18:34, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets |
scientific article |
Statements
Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets (English)
0 references
11 July 2013
0 references
energy market
0 references
Ornstein-Uhlenbeck process
0 references
stochastic volatility
0 references
leverage
0 references
subordinator
0 references
