Modeling Highly Volatile and Seasonal Markets: (2004)
Evidence From The, Ingve Simonsen, Piotr Wilman
this paper we address the issue of modeling spot electricity prices. After analyzing factors leading to the unobservable in other financial or commodity markets price dynamics we propose a mean...
Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market
Rafal Weron, Ingve Simonsen, Piotr Wilman
In this paper we address the issue of modeling spot electricity prices. After analyzing factors leading to the unobservable in other financial or commodity markets price dynamics we propose a mean...