Heavy-tails and regime-switching in electricity prices

Mathematical Methods of Operations Research

Volumn 69, Issue 3, 2009, Pages 457-473

  Weron, Rafał ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Electricity spot price; Heavy tails; Markov regime switching; Pareto distribution; Spikes

Indexed keywords

ELECTRICITY SPOT PRICE; HEAVY-TAILS; MARKOV REGIME-SWITCHING; PARETO DISTRIBUTION; SPIKES;

COSTS; MAGNETIC RESONANCE SPECTROSCOPY; QUEUEING NETWORKS; SWITCHING;

COMMERCE;

EID: 67349270084     PISSN: 14322994     EISSN: 14325217     Source Type: Journal    
DOI: 10.1007/s00186-008-0247-4     Document Type: Article

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