Decomposing Electricity Prices with Jumps
Se propone un modelo para descomponer los precios de la electricidad en dos procesos estocásticos independientes: uno que representa el comportamiento normal" de los precios y otro que capture los saltos" temporales. Para cada componente se especifica un parámetro de reversión a la media....
Main Author: | Eduardo Martínez Chombo |
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Format: | Article |
Language: | English |
Published: |
El Colegio de México, A.C.
2005-01-01
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Series: | Estudios Económicos |
Online Access: | http://www.redalyc.org/articulo.oa?id=59720102 |
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