Stochastic multifactor modeling of spot electricity prices (Q2349615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic multifactor modeling of spot electricity prices |
scientific article |
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Stochastic multifactor modeling of spot electricity prices (English)
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17 June 2015
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electricity spot price
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stochastic multifactor model
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jump process
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threshold
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GARCH(1,1)
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