Work

Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility

Year: 2009

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2009.10.001

Authors: Somayeh Heydari, Afzal Siddiqui

Institutions: University College London, Stockholm University, KTH Royal Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Affordable and clean energy, Climate action

Open Access status: closed

OpenAlex ID: W2049358802

FWCI: 3.78

Cites: 44

Cited by: 36

Related to: 10