Bayesian estimation of electricity price risk with a multi-factor mixture of densities.
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| Title: | Bayesian estimation of electricity price risk with a multi-factor mixture of densities. |
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| Authors: | Kang, Li1 (AUTHOR), Walker, Stephen2 (AUTHOR), Damien, Paul3 (AUTHOR) paul.damien@mccombs.utexas.edu, Bunn, Derek4 (AUTHOR) |
| Source: | Quantitative Finance. Aug2022, Vol. 22 Issue 8, p1535-1544. 10p. |
| Database: | Mathematics Source |
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