Statistical market-adjusted auto-regressive term model; simulation of long-term el-spot prices

  • Kjetil Fleischer Kåresen
  • Jacob Kooter Laading

Publication details

  • Publisher: Norsk Regnesentral
  • Series: NR-notat (SAMBA/02/00)
  • Year: 2000
  • Issue: SAMBA/02/00
  • Number of pages: 76
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  • Statistical market-adjusted auto-regressive term model; simulation of long-term el-spot prices