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Stochastic Modeling Of Electricity And Related Markets

af Fred Espen (Univ Of Oslo Benth, Steen (Agder Univ College Koekebakker, Jurate (Univ Of Oslo Saltyte-benth

indgår i Advanced Series on Statistical Science & Applied Probability serien

Stochastic Modeling Of Electricity And Related Markets af Fred Espen (Univ Of Oslo Benth
Bag om Stochastic Modeling Of Electricity And Related Markets

Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789812812308
  • Indbinding:
  • Hardback
  • Sideantal:
  • 352
  • Udgivet:
  • 15. April 2008
  • Størrelse:
  • 161x236x20 mm.
  • Vægt:
  • 678 g.
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Leveringstid: 2-4 uger
Forventet levering: 22. Maj 2024

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Beskrivelse af Stochastic Modeling Of Electricity And Related Markets

Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.

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