易受刺激
发表于 2025-3-23 11:32:45
http://reply.papertrans.cn/79/7809/780835/780835_11.png
Extort
发表于 2025-3-23 17:10:58
A Survey of Commodity Markets and Structural Models for Electricity Prices and forward price models. We devote special attention to the most idiosyncratic of all: electricity markets. Following a discussion of traded instruments, market features, historical perspectives, recent developments and various modelling approaches, we focus on the important role of other energy p
罐里有戒指
发表于 2025-3-23 21:56:09
http://reply.papertrans.cn/79/7809/780835/780835_13.png
笨拙的我
发表于 2025-3-24 00:06:07
http://reply.papertrans.cn/79/7809/780835/780835_14.png
Obvious
发表于 2025-3-24 03:16:52
Inference for Markov Regime-Switching Models of Electricity Spot Pricesicity markets. This popularity stems from the models’ relative parsimony and the ability to capture the stylized facts, in particular the mean-reverting character of electricity spot prices, the regime changes implied by fundamentals, and the resulting extreme price spikes. Due to the unobservable s
截断
发表于 2025-3-24 08:39:00
Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processesricity delivered over certain time windows on the next day and are determined in a daily auction. Since there are several delivery periods per day, we use a multivariate model to describe the different day-ahead prices for the different delivery periods on the next day. We extend the work by on
Neutropenia
发表于 2025-3-24 10:41:18
Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward t, and physical assets valuation. In this paper we present and further develop the non-Markovian approach to modelling power spot prices with spikes proposed earlier by the author. In contrast to other approaches, we model power spot prices with spikes as a non-Markovian stochastic process that allo
Antioxidant
发表于 2025-3-24 16:16:12
http://reply.papertrans.cn/79/7809/780835/780835_18.png
龙虾
发表于 2025-3-24 20:01:22
http://reply.papertrans.cn/79/7809/780835/780835_19.png
时间等
发表于 2025-3-25 02:39:22
http://reply.papertrans.cn/79/7809/780835/780835_20.png