Modelling of electricity forward curve dynamics
نویسندگان
چکیده
This paper considers the modelling of electricity forward curve dynamics with parameterized volatility and correlation structures. We estimate the model parameters by using the Nordic market’s price data and show how the model can be implemented into everyday industry practice.
منابع مشابه
Modeling Electricity Forward Curve Dynamics in the Nordic Market
This chapter considers the modeling of electricity forward curve dynamics with parameterized volatility and correlation structures. We estimate the model parameters by using the Nordic market’s price data and show how the model can be implemented into everyday industry practice.
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تاریخ انتشار 2002