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Stochastic Modelling of Electricity and Related Markets
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The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas pri
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This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochast
Stochastic Modeling Of Electricity And Related Markets
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Authors: Fred Espen Benth
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Type: BOOK - Published: 2008-04-14 - Publisher: World Scientific

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The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas pri
Quantitative Energy Finance
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Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative method
Handbook Of Energy Finance: Theories, Practices And Simulations
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Modeling the dynamics of energy markets has become a challenging task. The intensification of their financialization since 2004 had made them more complex but a