A Discussion of Non‐Gaussian Price Processes for Energy and Commodity Operations
Author:
Affiliation:
1. Dipartimento di Studi per l’Economia e l’Impresa Università del Piemonte Orientale “A. Avogadro,” via E. Perrone 18 28100Novara Italy
2. Tepper School of Business Carnegie Mellon University 5000 Forbes Avenue Pittsburgh Pennsylvania15213 USA
Publisher
Wiley
Subject
Management of Technology and Innovation,Industrial and Manufacturing Engineering,Management Science and Operations Research
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/poms.13250
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1. Strategic Investment in Renewable Energy Sources: The Effect of Supply Intermittency
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4. Processes of normal inverse Gaussian type;Barndorff‐Nielsen O. E.;Finanace Stochast.,1998
5. Gas storage valuation with regime switching
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