ElG; A multi-factor vector auto-regressive Electricity and Gas price model

Kåresen, Kjetil F.; Aas, Kjersti; Haug, Ola

October 01, 2001

SAMBA

• Areas:
• Keywords: Gas, electricity, price, model, multi-factor, auto-regressive, correlation
• Page(s): 61
• Name and number of project: 220033
• Title: ElG; A multi-factor vector auto-regressive Electricity and Gas price model
• Author(s): Kåresen, Kjetil F.; Aas, Kjersti; Haug, Ola
• Report number: SAMBA/15/01
• Published date: October 01, 2001