Work

Modeling electricity prices: jump diffusion and regime switching

Year: 2004

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2004.01.008

Authors: R Weron, M Bierbrauer, S Trück

Institutions: Wrocław University of Science and Technology, Karlsruhe Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: closed

OpenAlex ID: W2103187549

FWCI: 12.08

Cites: 29

Cited by: 254

Related to: 10