SCOPUS 정보 검색 플랫폼

Volumn 25, Issue 5, 2003, Pages 425-434

Regime jumps in electricity prices

Author keywords

Electricity price modelling; Energy markets; Regime switching models; Spikes

Indexed keywords

MARKETING; MATHEMATICAL MODELS; RANDOM PROCESSES;

REGIME-SWITCHING MODELS;

ELECTRIC RATES;

ELECTRICITY GENERATION; ENERGY MARKET; PRICE DYNAMICS; RISK FACTOR;

EID: 0141560287 PISSN: 01409883 EISSN: None Source Type: Journal
DOI: 10.1016/S0140-9883(03)00041-0 Document Type: Article

Times cited : (250)

References (5)

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- Lacima Publications
- Clewlow L. Strickland C. Energy Derivatives: Pricing and Risk Management 2000 Lacima Publications
- (2000) Energy Derivatives: Pricing and Risk Management
- Clewlow, L.¹ Strickland, C.²

2
- 0001342006
- A new approach to the economic analysis of nonstationary time series and the business cycle
- Hamilton James D. A new approach to the economic analysis of nonstationary time series and the business cycle Econometrica 57 1989 357-384
- (1989) Econometrica , vol.57 , pp. 357-384
- Hamilton James, D.¹

3
- 0003578943
- Cambridge University Press
- Harvey A.C. Forecasting, Structural Time Series and the Kalman Filter 1989 Cambridge University Press
- (1989) Forecasting, Structural Time Series and the Kalman Filter
- Harvey, A.C.¹

4
- 2442568736
- Electricity prices and power derivatives: Evidence from the Nordic power exchange
- Lucia J. Schwartz E.S. Electricity prices and power derivatives: Evidence from the Nordic power exchange Rev. Derivatives Res. 5 2002 5-50
- (2002) Rev. Derivatives Res. , vol.5 , pp. 5-50
- Lucia, J.¹ Schwartz, E.S.²

5
- 0003661214
- McGrawHill Publishers
- Pilipović D. Energy Risk: Valuing and Managing Energy Derivatives 1998 McGrawHill Publishers
- (1998) Energy Risk: Valuing and Managing Energy Derivatives
- Pilipović, D.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.