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/10.48550/arxiv.1601.02900

Publication URI: https://arxiv.org/abs/1601.02900

Type: Other