Identification of electricity spot models from futures prices

ShinIchi Aihara, Arunabha Bagchi, E.S.N. Imreizeeq

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

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    Original languageUndefined
    Title of host publicationProceedings of the 41st ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'09)
    Place of PublicationKyoto
    PublisherThe Institute of Systems, Control and Information Engineers (ISCIE)
    Pages217-222
    Number of pages6
    ISBN (Print)978-4-915740-47-3
    Publication statusPublished - 2010
    Event41st ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'09) - Kobe, Japan
    Duration: 13 Nov 200914 Nov 2009

    Conference

    Conference41st ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'09)
    Period13/11/0914/11/09
    Other13-14 Nov 2009

    Keywords

    • EWI-22256
    • MSC-91G80

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