Modeling power forward prices for power with spikes: a non-Markovian approach
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Publication:999484
DOI10.1016/J.NA.2005.03.023zbMath1153.91716OpenAlexW1987873412MaRDI QIDQ999484
Publication date: 4 February 2009
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2005.03.023
Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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