Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes

Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review

Original language	English
Title of host publication	Quantitative Energy Finance
Editors	Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence
Place of publication	New York
Publisher	Springer
Publication year	2014
Pages	157-188
ISBN (print)	9781461472476
ISBN (Electronic)	9781461472483
DOIs	https://doi.org/10.1007/978-1-4614-7248-3_6
Publication status	Published - 2014

ID: 85056960

Department of Economics and Business Economics