Modeling electricity spot and futures price dependence: A multifrequency approach

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14 Sitaatiot (Scopus)

Alkuperäiskieli	Englanti
Sivut	4763-4779
Julkaisu	Physica A: Statistical Mechanics and its Applications
Vuosikerta	388
Numero	22
Tila	Julkaistu - 2009
OKM-julkaisutyyppi	A1 Julkaistu artikkeli, soviteltu

SFX-saatavuus

@article{6e795cccc3c24329b8b82c896fc7c690,

title = "Modeling electricity spot and futures price dependence: A multifrequency approach",

author = "P. Malo",

year = "2009",

language = "English",

volume = "388",

pages = "4763--4779",

journal = "Physica A: Statistical Mechanics and its Applications",

issn = "0378-4371",

publisher = "ELSEVIER SCIENCE B.V.",

number = "22",

}