Modelling Electricity Futures by Ambit Fields (Q3191820)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Electricity Futures by Ambit Fields |
scientific article |
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Modelling Electricity Futures by Ambit Fields (English)
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25 September 2014
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electricity market
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futures price
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random field
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ambit field
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Lévy base
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Samuelson effect
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stochastic volatility
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