A Resonating Model for the Power Market and its Calibration

4 Pages Posted: 24 May 2011

Date Written: March 15, 2009

Abstract

This paper describes a simple way to estimate a recently introduced nonlinear stochastic power market model based on the stochastically resonating spiking mechanism.

Keywords: stochastic processes, time series analysis, power markets

JEL Classification: C39, D49, G19, I11

Suggested Citation

Lucheroni, Carlo, A Resonating Model for the Power Market and its Calibration (March 15, 2009). Available at SSRN: https://ssrn.com/abstract=1850469 or http://dx.doi.org/10.2139/ssrn.1850469

Carlo Lucheroni (Contact Author)

University of Camerino ( email )

School of Sciences and Technologies
via Madonna delle Carceri 9
Camerino (MC), 62032
Italy
39-0737402552 (Phone)

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