Stable modeling of different European power markets

Investment Management and Financial Innovations

Volumn 2, Issue 3, 2005, Pages 65-85

  Mugele, Christian ^a   Rachev, Svetlozar T ^a   Trück, Stefan ^a  

^a NONE

Author keywords

Electricity prices; GARCH model; Stable distribution; Time series

Indexed keywords

EID: 33749518657     PISSN: 18104967     EISSN: 18129358     Source Type: Journal    
DOI: None     Document Type: Article

References (17)

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