Some Statistical Investigations on the Nature and Dynamics of Electricity Prices
暂无分享,去创建一个
[1] Alvaro Escribano,et al. Modelling Electricity Prices: International Evidence , 2011 .
[2] M. Nielsen,et al. A Regime Switching Long Memory Model for Electricity Prices , 2006 .
[3] R. Weron,et al. Modelling Electricity Prices: Jump Diffusion and Regime Switching , 2004 .
[4] S. Sapio. Market Design, Bidding Rules, and Long Memory in Electricity Prices , 2004 .
[5] A. Secchi,et al. Common Properties and Sectoral Specificities in the Dynamics of U.S. Manufacturing Companies , 2003 .
[6] A. Secchi,et al. Why are distributions of firm growth rates tent-shaped? , 2003 .
[7] H. Geman,et al. A Class of Marked Point Processes for Modelling Electricity Prices , 2003 .
[8] K. Podgórski,et al. Asymmetric laplace laws and modeling financial data , 2001 .
[9] Christopher R. Knittel,et al. An Empirical Examination of Deregulated Electricity Prices , 2001 .
[10] Samuel Kotz,et al. The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance , 2001 .
[11] R. Gencay,et al. An Introduc-tion to High-Frequency Finance , 2001 .
[12] Eduardo S. Schwartz,et al. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange , 2000 .
[13] Shi-Jie Deng,et al. Pricing electricity derivatives under alternative stochastic spot price models , 2000, Proceedings of the 33rd Annual Hawaii International Conference on System Sciences.
[14] Catherine D. Wolfram,et al. Measuring Duopoly Power in the British Electricity Spot Market , 1999 .
[15] L. Kilian,et al. On the Finite Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series , 1999 .
[16] Catherine Wolfram. Strategic Bidding in a Multiunit Auction: An Empirical Analysis of Bids to Supply Electricity in England and Wales , 1998 .
[17] H. Eugene Stanley,et al. Universal features in the growth dynamics of complex organizations , 1998, cond-mat/9804100.
[18] Jeremy Berkowitz,et al. Recent developments in bootstrapping time series , 1996 .
[19] N. M. Fehr,et al. SPOT MARKET COMPETITION IN THE UK ELECTRICITY INDUSTRY , 1993 .
[20] M. West. On scale mixtures of normal distributions , 1987 .
[21] Hans Byström,et al. Extreme Value Theory and Extremely Large Electricity Price Changes , 2005 .
[22] Fabio Bellini. Empirical analysis of electricity spot prices in european deregulated markets , 2002 .
[23] Guy L. F. Holburn,et al. The Economics of Contracts: Institutional or structural: lessons from international electricity sector reforms , 2002 .
[24] Shi-Jie Deng,et al. Alternative Statistical Specifications of Commodity Price Distribution with Fat Tail , 2002 .
[25] F. Wolak. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison , 2000 .
[26] Ten Independence Mall. DYNAMIC EQUILIBRIUM ECONOMIES: A FRAMEWORK FOR COMPARING MODELS AND DATA , 1997 .
[27] Paul L. Joskow,et al. Introducing Competition into Regulated Network Industries: from Hierarchies to Markets in Electricity , 1996 .
[28] R. C. Merton,et al. Option pricing when underlying stock returns are discontinuous , 1976 .
[29] S. James Press,et al. A Compound Events Model for Security Prices , 1967 .