A higher-order Markov chain-modulated model for electricity spot-price dynamics | |
Xiong, Heng; Mamon, Rogemar | |
刊名 | APPLIED ENERGY
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2019 | |
卷号 | 233 |
关键词 | Energy-price modelling Change of reference probability measure Poisson process Commodity-derivatives valuation Statistical estimation Finance |
ISSN号 | 0306-2619 |
DOI | 10.1016/j.apenergy.2018.09.039 |
URL标识 | 查看原文 |
收录类别 | SSCI |
语种 | 英语 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4264405 |
专题 | 武汉大学 |
推荐引用方式 GB/T 7714 | Xiong, Heng,Mamon, Rogemar. A higher-order Markov chain-modulated model for electricity spot-price dynamics[J]. APPLIED ENERGY,2019,233. |
APA | Xiong, Heng,&Mamon, Rogemar.(2019).A higher-order Markov chain-modulated model for electricity spot-price dynamics.APPLIED ENERGY,233. |
MLA | Xiong, Heng,et al."A higher-order Markov chain-modulated model for electricity spot-price dynamics".APPLIED ENERGY 233(2019). |
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