A new energy model to capture the behavior of energy price processes | |
Xu, Weijun[2]; Sun, Qi[3]; Xiao, Weilin[1] | |
刊名 | ECONOMIC MODELLING
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2012 | |
卷号 | 29页码:1585-1591 |
关键词 | Energy model Maximum likelihood estimation Malliavin calculus Fractional Ornstein-Uhlenbeck processes Monte Carlo simulation |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2247211 |
专题 | 华南理工大学 |
作者单位 | 1.[1]Zhejiang Univ, Sch Management, Hangzhou 310058, Zhejiang, Peoples R China 2.[2]S China Univ Technol, Sch Business Adm, Guangzhou 510641, Peoples R China 3.[3]Zhejiang Gongshang Univ, Sch Business Adm, Hangzhou 310018, Peoples R China |
推荐引用方式 GB/T 7714 | Xu, Weijun[2],Sun, Qi[3],Xiao, Weilin[1]. A new energy model to capture the behavior of energy price processes[J]. ECONOMIC MODELLING,2012,29:1585-1591. |
APA | Xu, Weijun[2],Sun, Qi[3],&Xiao, Weilin[1].(2012).A new energy model to capture the behavior of energy price processes.ECONOMIC MODELLING,29,1585-1591. |
MLA | Xu, Weijun[2],et al."A new energy model to capture the behavior of energy price processes".ECONOMIC MODELLING 29(2012):1585-1591. |
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