Putting a price tag on temperature
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DOI: 10.1007/s10287-017-0291-8
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Cited by:
- Xiong, Heng & Mamon, Rogemar, 2019. "A higher-order Markov chain-modulated model for electricity spot-price dynamics," Applied Energy, Elsevier, vol. 233, pages 495-515.
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Keywords
Temperature-based derivatives; Regime-switching model; Maximum likelihood; Filtering; Change of reference probability measure; Online parameter estimation;All these keywords.
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