Joint Modelling of Gas and Electricity Spot Prices (Q3176519)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Modelling of Gas and Electricity Spot Prices |
scientific article |
Statements
Joint Modelling of Gas and Electricity Spot Prices (English)
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20 July 2018
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electricity markets
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spot price modelling
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ergodic diffusion
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stochastic differential equation
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saddlepoint approximation
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