Modeling electricity loads in California: a continuous-time approach
暂无分享,去创建一个
[1] R. Weron,et al. Modeling electricity loads in California: ARMA models with hyperbolic noise , 2001, Signal Process..
[2] R. Weron. Measuring long-range dependence in electricity prices , 2001, cond-mat/0103621.
[3] R. Weron. Energy price risk management , 2000, cond-mat/0103273.
[4] R. Weron,et al. Hurst analysis of electricity price dynamics , 2000 .
[5] H. Stanley,et al. An Introduction to Econophysics: Correlations and Complexity in Finance , 1999 .
[6] Richard A. Davis,et al. Introduction to time series and forecasting , 1998 .
[7] D. Pilipović,et al. Energy Risk: Valuing and Managing Energy Derivatives , 1997 .
[8] Severin Borenstein,et al. The Trouble With Electricity Markets (and some solutions) , 2001 .
[9] Robert Jameson,et al. Managing energy price risk , 1999 .
[10] Rafał Weron,et al. Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku) , 1998 .
[11] M. Potters,et al. Theory of Financial Risk , 1997 .