Joint Modelling of Gas and Electricity Spot Prices (Q3176519)
From MaRDI portal
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)
0 references
20 July 2018
0 references
electricity markets
0 references
spot price modelling
0 references
ergodic diffusion
0 references
stochastic differential equation
0 references
saddlepoint approximation
0 references
