Department of Economics and Business Economics

Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  • Almut Veraart
  • Luitgard A.M. Veraart, London School of Economics, United Kingdom
Original languageEnglish
Title of host publicationQuantitative Energy Finance
EditorsFred Espen Benth, Valery A. Kholodnyi, Peter Laurence
Place of publicationNew York
Publication year2014
ISBN (print)9781461472476
ISBN (Electronic)9781461472483
Publication statusPublished - 2014

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