Modeling Electricity Prices with Regime Switching Models

Michael Bierbrauer, Stefan Trück, Rafal Weron. Modeling Electricity Prices with Regime Switching Models. In Marian Bubak, G. Dick van Albada, Peter M. A. Sloot, Jack Dongarra, editors, Computational Science - ICCS 2004, 4th International Conference, Kraków, Poland, June 6-9, 2004, Proceedings, Part IV. Volume 3039 of Lecture Notes in Computer Science, pages 859-867, Springer, 2004. [doi]

Abstract

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