A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method

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Original languageEnglish
JournalEnergy Economics
Volume72
Pages (from-to)560-582
Number of pages23
ISSN0140-9883
DOIs
Publication statusPublished - 2018

    Research areas

  • Energy prices, Forward prices, Multi-factor model, Spikes, Stochastic volatility

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