Stable modelling of different European power markets

Christian Mugele, Svetlozar T Rachev, Stefan Trück

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	65-85
Number of pages	21
Journal	Investment Management and Financial Innovations
Volume	2
Issue number	3
Publication status	Published - 2005
Externally published	Yes

Keywords

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title = "Stable modelling of different European power markets",

keywords = "Stable distribution, Electricity price, GARCH model, Time Series",

author = "Christian Mugele and Rachev, {Svetlozar T} and Stefan Tr{\"u}ck",

year = "2005",

language = "English",

volume = "2",

pages = "65--85",

journal = "Investment Management and Financial Innovations",

issn = "1810-4967",

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AU - Mugele, Christian

AU - Rachev, Svetlozar T

AU - Trück, Stefan

PY - 2005

Y1 - 2005

KW - Stable distribution

KW - Electricity price

KW - GARCH model

KW - Time Series

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EP - 85

JO - Investment Management and Financial Innovations

JF - Investment Management and Financial Innovations

SN - 1810-4967

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