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Heavy-tails and regime-switching in electricity prices.

Rafal Weron
Published in: Math. Methods Oper. Res. (2009)
Keyphrases
  • heavy tails
  • electricity markets
  • heavy tailed
  • electric power
  • market prices
  • market participants
  • probability density function
  • market clearing
  • spot market
  • similarity measure
  • maximum likelihood
  • knn
  • degree distribution