Modelling Energy Markets with Extreme Spikes

DOI10.1007/978-3-540-69532-5_20zbMath1151.91452MaRDI QIDQ3528746

Thorsten Schmidt

Publication date: 17 October 2008

Published in: Mathematical Control Theory and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69532-5_20

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

60G99: Stochastic processes

91B26: Auctions, bargaining, bidding and selling, and other market models