Pages that link to "Item:Q291856"

The following pages link to A regime switching long memory model for electricity prices (Q291856):

Displaying 21 items.

• Bidding in sequential electricity markets: the Nordic case (Q296886) (← links)
• Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
• Locally stationary long memory estimation (Q544490) (← links)
• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
• A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• An impulse-regime switching game model of vertical competition (Q2068903) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
• Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach (Q2445727) (← links)
• Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
• Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
• Portfolio selection in a two-regime world (Q2630104) (← links)
• Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
• Regime switching with structural breaks in output convergence (Q2691764) (← links)
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
• Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
• A Markov Switching Re-evaluation of Event-Study Methodology (Q3298495) (← links)
• Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)