Fitting semiparametric Markov regime-switching models to electricity spot prices

M. Eichler, D.D.T. Türk

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages16
Publication statusPublished - 1 Jan 2012

Publication series

SeriesMETEOR Research Memorandum
Number035

Cite this

Eichler, M., & Türk, D. D. T. (2012). Fitting semiparametric Markov regime-switching models to electricity spot prices. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 035