Heydari, S and 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.
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| 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 |
| UCL classification: | UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science |
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