A second order jumpless stochastic dynamic model in continuous time, able to support upward and downward spike patterns typical of electricity prices, is reviewed and compared to market data.
Spikes and antispikes in electricity continuous time price models
LUCHERONI, Carlo;
2016-01-01
Abstract
A second order jumpless stochastic dynamic model in continuous time, able to support upward and downward spike patterns typical of electricity prices, is reviewed and compared to market data.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
lucheroni mari eem16.pdf
solo gestori di archivio
Tipologia:
Versione Editoriale
Licenza:
NON PUBBLICO - Accesso privato/ristretto
Dimensione
790.92 kB
Formato
Adobe PDF
|
790.92 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
