A comparative study of factor models for different periods of the electricity spot price market
| Author: | Christian LaudagéORCiD, Florian Aichinger, Sascha Desmettre |
|---|---|
| URL: | https://www.sciencedirect.com/science/article/pii/S2405851324000540?via%3Dihub |
| DOI: | https://doi.org/10.1016/j.jcomm.2024.100435 |
| ISSN: | 2405-8505 |
| Journal: | Journal of Commodity Markets |
| Publisher: | Elsevier |
| Document Type: | Research Article |
| Language: | English |
| Year of first Publication: | 2024 |
| Release Date: | 2024/10/04 |
| Volume: | 36 |
| Article Number: | 100435 |
| Page Number: | 29 |
| First Page: | 1 |
| Last Page: | 29 |
| Faculties / Organisational entities: | RPTU in Kaiserslautern / Fachbereich Mathematik / Schwerpunkt Wirtschaftsmathematik / AG Finanzmathematik |
| Open access state: | Hybrid Open-Access |
| RPTU: | Kaiserslautern |
| Research funding: | Sonstige |
| Created at the RPTU: | Yes |