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Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes

dc.date.accessioned2015-02-12T15:05:43Z
dc.date.available2015-02-12T15:05:43Z
dc.date.created2013-06-26T13:07:50Z
dc.date.issued2013
dc.identifier.citationBarndorff-Nielsen, Ole E. Benth, Fred Espen Veraart, Almut E. D. . Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes. Bernoulli. 2013, 19(3), 803-845
dc.identifier.urihttp://hdl.handle.net/10852/42227
dc.languageEN
dc.language.isoenen_US
dc.publisherInternational Statistical Institute
dc.titleModelling energy spot prices by volatility modulated Lévy-driven Volterra processesen_US
dc.typeJournal articleen_US
dc.creator.authorBarndorff-Nielsen, Ole E.
dc.creator.authorBenth, Fred Espen
dc.creator.authorVeraart, Almut E. D.
cristin.unitcode185,15,26,0
cristin.unitnameSenter for matematikk for anvendelser
cristin.ispublishedtrue
cristin.fulltextpreprint
cristin.qualitycode2
dc.identifier.cristin1036566
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Bernoulli&rft.volume=19&rft.spage=803&rft.date=2013
dc.identifier.jtitleBernoulli
dc.identifier.volume19
dc.identifier.issue3
dc.identifier.startpage803
dc.identifier.endpage845
dc.identifier.doihttp://dx.doi.org/10.3150/12-BEJ476
dc.identifier.urnURN:NBN:no-46606
dc.type.documentTidsskriftartikkelen_US
dc.type.peerreviewedPeer reviewed
dc.source.issn1350-7265
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/42227/4/euclid.bj.1372251144.pdf
dc.type.versionPublishedVersion


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