Download This PaperA 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: 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
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN