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Stochastic Modeling Of Electricity And Related Markets
- Binding:
- Hardback
- Pages:
- 352
- Published:
- April 14, 2008
- Dimensions:
- 161x236x20 mm.
- Weight:
- 678 g.
Delivery:
2-4 weeks
Expected delivery: December 12, 2024
Description of Stochastic Modeling Of Electricity And Related Markets
Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.
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