Fat Tails in Power Prices

CI Huurman, Ronald Huisman

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Abstract

Spot power prices exhibit extreme price jumps and the tendency to oscillate arou
Original languageUndefined/Unknown
EditionERIM Report Series Research in Management 2003-059
Publication statusPublished - 2003

Publication series

SeriesERIM Report Series Research in Management
Volume2003-059

Research programs

  • RSM F&A

Cite this