Stable modelling of different European power markets

Christian Mugele, Svetlozar T Rachev, Stefan Trück

Research output: Contribution to journalArticle

28 Citations (Scopus)
Original languageEnglish
Pages (from-to)65-85
Number of pages21
JournalInvestment Management and Financial Innovations
Volume2
Issue number3
Publication statusPublished - 2005
Externally publishedYes

Keywords

  • Stable distribution
  • Electricity price
  • GARCH model
  • Time Series

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