Electricity Intraday Price Modelling with Marked Hawkes Processes (Q6039999)
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scientific article; zbMATH DE number 7688450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Electricity Intraday Price Modelling with Marked Hawkes Processes |
scientific article; zbMATH DE number 7688450 |
Statements
Electricity Intraday Price Modelling with Marked Hawkes Processes (English)
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24 May 2023
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electricity intraday prices
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microstructure noise
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Hawkes processes
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high-frequency statistics
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0.7810919284820557
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0.7452175617218018
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0.7447122931480408
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0.743646502494812
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0.7402403354644775
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