STOCHASTIC MODELING OF ELECTRICITY.(V11) - Benth, Jurate Saltyte; Koekebakker, Steen; Benth, Fred E.
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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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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.