Spot-forward Model for Electricity Prices
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More about this item
Keywordselectricity prices; regime-switching model; negative prices; spikes; price forward curves;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-05 (All new papers)
- NEP-ECM-2013-10-05 (Econometrics)
- NEP-ENE-2013-10-05 (Energy Economics)
- NEP-REG-2013-10-05 (Regulation)
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