Funder
UK Engineering and Physical Sciences Research Council
MNiSzW
Subject
General Energy,Economics and Econometrics
Reference37 articles.
1. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics;Barndorff-Nielsen;J. R. Stat. Soc. Ser. B (Stat Methodol.),2001
2. Controlling the false discovery rate: a practical and powerful approach to multiple testing;Benjamini;J. R. Stat. Soc. Ser. B (Stat Methodol.),1995
3. Stochastic volatility and dependency in energy markets: multi-factor modelling;Benth,2013
4. A non-Gaussian Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing;Benth;Appl. Math. Financ.,2007
5. A critical empirical study of three electricity spot price models;Benth;Energy Econ.,2012
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献