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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Hindawi Publishing Corporation
2014
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| 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 |