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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
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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