Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes

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

Standard

Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes. / Veraart, Almut; Veraart, Luitgard A.M.
Quantitative Energy Finance. ed. / Fred Espen Benth; Valery A. Kholodnyi; Peter Laurence . New York: Springer, 2014. p. 157-188.

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

Harvard

Veraart, A & Veraart, LAM 2014, Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes. in FE Benth, VA Kholodnyi & P Laurence (eds), Quantitative Energy Finance. Springer, New York, pp. 157-188. https://doi.org/10.1007/978-1-4614-7248-3_6

APA

Veraart, A., & Veraart, L. A. M. (2014). Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes. In F. E. Benth, V. A. Kholodnyi, & P. Laurence (Eds.), Quantitative Energy Finance (pp. 157-188). Springer. https://doi.org/10.1007/978-1-4614-7248-3_6

CBE

Veraart A, Veraart LAM. 2014. Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes. Benth FE, Kholodnyi VA, Laurence P, editors. In Quantitative Energy Finance. New York: Springer. pp. 157-188. https://doi.org/10.1007/978-1-4614-7248-3_6

MLA

Veraart, Almut and Luitgard A.M. Veraart "Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes"., Benth, Fred Espen Kholodnyi, Valery A. Laurence , Peter (editors). Quantitative Energy Finance. New York: Springer. 2014, 157-188. https://doi.org/10.1007/978-1-4614-7248-3_6

Vancouver

Veraart A, Veraart LAM. Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes. In Benth FE, Kholodnyi VA, Laurence P, editors, Quantitative Energy Finance. New York: Springer. 2014. p. 157-188 doi: 10.1007/978-1-4614-7248-3_6

Author

Veraart, Almut ; Veraart, Luitgard A.M. / Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes. Quantitative Energy Finance. editor / Fred Espen Benth ; Valery A. Kholodnyi ; Peter Laurence . New York : Springer, 2014. pp. 157-188

Bibtex

@inbook{9966b470f5bd4eb5923297a0a31afb74,

title = "Modelling Electricity Day-Ahead Prices by Multivariate L{\'e}vy Semistationary Processes",

author = "Almut Veraart and Veraart, {Luitgard A.M.}",

year = "2014",

doi = "10.1007/978-1-4614-7248-3_6",

language = "English",

isbn = "9781461472476",

pages = "157--188",

editor = "Benth, {Fred Espen} and Kholodnyi, {Valery A. } and {Laurence }, Peter",

booktitle = "Quantitative Energy Finance",

publisher = "Springer",

address = "Netherlands",

}

RIS

TY - CHAP

T1 - Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes

AU - Veraart, Almut

AU - Veraart, Luitgard A.M.

PY - 2014

Y1 - 2014

U2 - 10.1007/978-1-4614-7248-3_6

DO - 10.1007/978-1-4614-7248-3_6

M3 - Book chapter

SN - 9781461472476

SP - 157

EP - 188

BT - Quantitative Energy Finance

A2 - Benth, Fred Espen

A2 - Kholodnyi, Valery A.

A2 - Laurence , Peter

PB - Springer

CY - New York

ER -

Department of Economics and Business Economics