A joint state-space model for electricity spot and futures prices

Kåresen, Kjetil F.; Husby, Egil

December 01, 2000

SAMBA

• Target groups:
• Areas:
• Keywords: electricity price model, spot prices, futures prices,state-space, kalman filter
• Page(s): 31
• Name and number of project: 830100-KK1
• Title: A joint state-space model for electricity spot and futures prices
• Author(s): Kåresen, Kjetil F.; Husby, Egil
• ISBN: 82-539-0470-3
• Report number: 965
• Published date: December 01, 2000
• URL:
• DOI: