Cointegrating Jumps: an Application to Energy Facilities
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References listed on IDEAS
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"Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality,"
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-09-11 (All new papers)
- NEP-ENE-2015-09-11 (Energy Economics)
- NEP-ETS-2015-09-11 (Econometric Time Series)
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