scientific article; zbMATH DE number 5837263

MaRDI QIDQ3068516zbMATH OpenFDO

Authors Nabil Saimi

Publication date 15 January 2011

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Economic time series analysis (91B84) Derivative securities (option pricing, hedging, etc.) (91G20) Statistical methods; risk measures (91G70) Estimation and detection in stochastic control theory (93E10)

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(8)

• Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis
• Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
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• Joint Modelling of Gas and Electricity Spot Prices
• Alternative statistical specifications of commodity price distribution with fat tail
• ELECTRICITY PRICES: A NONPARAMETRIC APPROACH
• Computational Science - ICCS 2004
• Modeling the distribution of day-ahead electricity returns: a comparison

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