Observed the Spike Phenomena of Electricity Price under Jump-Diffusion Model
碩士 === 國立中央大學 === 統計研究所 === 99 === In storable commodities, when we faced the supply and demand imbalance in the spot. The inventories could be slow down the unexpected impact, making the price changes would not be so intensely. In this paper, we explore a very special energy derivatives: electricit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14766693515057360701 |