Changing Structures at Electricity Markets: Modelling spot prices using time-varying stable CARMA models

Citation

Buchmann, B & Muller, G 2021, 'Changing Structures at Electricity Markets: Modelling spot prices using time-varying stable CARMA models', Journal of Econometrics and Statistics, vol. 1, no. 2, pp. 121-133.

Year

2021

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