Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
Farshid Mehrdoust, Idin Noorani
Topics & Concepts
ElectricityElectricity marketSpot contractEconometricsEconomicsShock (circulatory)JumpForward priceForward contractFunction (biology)MaximizationCalibrationMicroeconomicsFinancial economicsFutures contractMathematicsEngineeringStatisticsPhysicsEvolutionary biologyElectrical engineeringMedicineQuantum mechanicsInternal medicineBiologyElectric Power System OptimizationEnergy Load and Power ForecastingStochastic processes and financial applications