Work

Bayesian calibration and number of jump components in electricity spot price models

Year: 2017

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2017.04.022

Authors: Jhonny Gonzalez, John Moriarty, Jan Palczewski

Institutions: University of Manchester, Queen Mary University of London, University of Leeds

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Engineering and Physical Sciences Research Council

Awards: Optimal Prediction in Local Electricity Markets, G5167159995, G713224093, The Autonomic Power System

OpenAlex ID: W2233640004

FWCI: 3.031

Cites: 44

Cited by: 18

Related to: 10