Bayesian Calibration and Number of Jump Components in Electricity Spot Price Models (2016)

First Author: Gonzalez J
Attributed to:  Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2714382

Publication URI: http://dx.doi.org/10.2139/ssrn.2714382

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal