Bayesian Calibration and Number of Jump Components in Electricity Spot Price Models (2016)
Attributed to:
The Autonomic Power System
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