Conference paper information

A new model for electricity price series modelling and forward and volatility curves computation

J. Barquín, Á. Garro, E.F. Sánchez-Úbeda, S. Tejero

8th International Conference on Probability Methods Applied to Power Systems - PMAPS2004 ISBN: 0-9761319-0-0, IEEE Catalog Number: 04EX853C, Ames (United States of America). 12-16 Septiembre 2004

Summary:
No disponible/Not available

Keywords: No disponible/Not available

Publication date: September 2004.

Citation:
Barquín, J., Garro, Á., Sánchez-Úbeda, E.F., Tejero, S., A new model for electricity price series modelling and forward and volatility curves computation, 8th International Conference on Probability Methods Applied to Power Systems - PMAPS2004 ISBN: 0-9761319-0-0, IEEE Catalog Number: 04EX853C, Ames (United States of America). 12-16 September 2004.

Research topics

*Forecasting and data mining

IIT-04-075A

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