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About 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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  • Language:
  • English
  • ISBN:
  • 9789812812308
  • Binding:
  • Hardback
  • Pages:
  • 352
  • Published:
  • April 15, 2008
  • Dimensions:
  • 161x236x20 mm.
  • Weight:
  • 678 g.
Delivery: 2-4 weeks
Expected delivery: October 29, 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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