Bayesian calibration and number of jump components in electricity spot price models (2017)

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/10.1016/j.eneco.2017.04.022

Publication URI: http://dx.doi.org/10.1016/j.eneco.2017.04.022

Type: Journal Article/Review

Parent Publication: Energy Economics