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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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