A jump diffusion model for spot electricity prices and market price of risk (Q1673029)
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scientific article; zbMATH DE number 6935094
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| default for all languages | No label defined |
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| English | A jump diffusion model for spot electricity prices and market price of risk |
scientific article; zbMATH DE number 6935094 |
Statements
A jump diffusion model for spot electricity prices and market price of risk (English)
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11 September 2018
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jump diffusion
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electricity price modeling
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market price of risk
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Kalman filter
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0.8919911980628967
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0.8486599326133728
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0.834679126739502
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0.8196860551834106
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0.8174909949302673
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