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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.

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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
URI: http://discovery.ucl.ac.uk/id/eprint/151446
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