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- Title:
Modeling electricity spot prices: combining mean reversion, spikes, and stochastic volatility
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Mayer, Klaus; Schmid, Thomas; Weber, Florian
- Non-TUM Co-author(s):
- ja
- Cooperation:
- national
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- The European Journal of Finance
- Journal listet in FT50 ranking:
- nein
- Year:
- 2012
- Pages contribution:
- 1-24
- Covered by:
- Scopus; Web of Science
- Fulltext / DOI:
- doi:10.1080/1351847x.2012.716775
- Publisher:
- Informa UK Limited
- Date of publication:
- 10.09.2012
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Ja
- International:
- Ja
- Book review:
- Nein
- Commissioned:
- not commissioned
- Professional Journal:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- Energy, Climate, Environment
- Ethics and Sustainability:
- Ja
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