Heavy-tails and regime-switching in electricity prices (Q1028534)
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scientific article; zbMATH DE number 5575939
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| English | Heavy-tails and regime-switching in electricity prices |
scientific article; zbMATH DE number 5575939 |
Statements
Heavy-tails and regime-switching in electricity prices (English)
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6 July 2009
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electricity spot price
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heavy-tails
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spikes
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Markov regime-switching
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Pareto distribution
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