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- Title:
Modeling Electricity Spot Prices: Combining Mean Reversion, Spikes, and Stochastic Volatility
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Mayer, K.; Schmid, T.; Weber, F.
- Non-TUM Co-author(s):
- nein
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- European Journal of Finance. Special Issue on 2010 and 2011 Forecasting Financial Markets Conference
- Journal listet in FT50 ranking:
- nein
- Year:
- 2015
- Journal volume:
- 21
- Journal issue:
- 4
- Pages contribution:
- 292-315
- Fulltext / DOI:
- doi:10.1080/1351847X.2012.716775
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Ja
- International:
- Ja
- Book review:
- Nein
- Commissioned:
- not commissioned
- Professional Journal:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
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