Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results

In the present paper we exploit the theory of ambit processes to develop a model which is able to effectively forecast prices of forward contracts written on the Italian energy market. Both short-term and medium-term scenarios are considered and proper calibration procedures as well as related numer...

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Detalles Bibliográficos
Autores principales: Di Persio, Luca, Marchesan, Michele
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4897130/
https://www.ncbi.nlm.nih.gov/pubmed/27437500
http://dx.doi.org/10.1155/2014/879892

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4897130/
https://www.ncbi.nlm.nih.gov/pubmed/27437500
http://dx.doi.org/10.1155/2014/879892

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