Work

HMM filtering and parameter estimation of an electricity spot price model

Year: 2010

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2010.01.005

Authors: Christina Erlwein, Fred Espen Benth, Rogemar Mamon

Institutions: Fraunhofer Institute for Industrial Mathematics, University of Oslo, Western University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2010897556

FWCI: 7.238

Cites: 28

Cited by: 61

Related to: 10