Modeling power forward prices for power with spikes: a non-Markovian approach (Q999484)
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scientific article; zbMATH DE number 5502623
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| English | Modeling power forward prices for power with spikes: a non-Markovian approach |
scientific article; zbMATH DE number 5502623 |
Statements
Modeling power forward prices for power with spikes: a non-Markovian approach (English)
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4 February 2009
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non-Markovian process for power spot prices with spikes
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power forward prices for power with spikes
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0.848388135433197
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0.8215475678443909
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