UCL logo

UCL Discovery

UCL home » Library Services » Electronic resources » UCL Discovery

Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility

Heydari, S; Siddiqui, A; (2010) Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility. Energy Economics , 32 (3) 709 - 725. 10.1016/j.eneco.2009.10.001.

Full text not available from this repository.


Type:Article
Title:Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility
DOI:10.1016/j.eneco.2009.10.001
Keywords:Energy spot prices, Hamilton filter, Markov regime switching, Stochastic volatility, Variogram
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

Archive Staff Only: edit this record