Modeling electricity prices by potential Lévy diffusions

S.A. Borovkova, F.J. Permana, I. Pavlukevich

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	83-110
Journal	The Journal of Energy Markets
Volume	2
Issue number	3
Publication status	Published - 2009

Access to Document

@article{57eeb1bf12b54cd5bb45aba5ceb04cdc,

title = "Modeling electricity prices by potential L{\'e}vy diffusions",

author = "S.A. Borovkova and F.J. Permana and I. Pavlukevich",

year = "2009",

language = "English",

volume = "2",

pages = "83--110",

journal = "The Journal of Energy Markets",

issn = "1756-3607",

publisher = "Incisive Media",

number = "3",

}