Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model
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DOI: 10.1007/s11579-023-00350-y
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More about this item
Keywords
Energy; Forecasting; Three-factor stochastic model; Stochastic differential equations;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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