Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model
type: Item
instance of: scholarly article
title: Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model
zbMATH Open document ID: 1542.91146
author: Claudia Ceci
author: Michele Bufalo
author: Giuseppe Orlando
published in: Mathematics and Financial Economics
publication date: 2024-08-28T00:00:00Z
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B74
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7903123
zbMATH Keywords: energy
zbMATH Keywords: forecasting
zbMATH Keywords: three-factor stochastic model
zbMATH Keywords: stochastic differential equations
MaRDI profile type: MaRDI publication profile
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DOI: 10.1007/S11579-023-00350-Y
description: scientific article; zbMATH DE number 7903123