TrippEl A multi-factor vector autoregressive model for electricity prices in three or more European markets – with User Manual

Løland, Anders; Hobæk Haff, Ingrid

March 01, 2003

SAMBA

• Areas: Finance and Insurance
• Keywords: electricity price scenarios, correlation, software
• Page(s): 83
• Name and number of project: 22079
• Title: TrippEl A multi-factor vector autoregressive model for electricity prices in three or more European markets – with User Manual
• Author(s): Løland, Anders; Hobæk Haff, Ingrid
• Report number: SAMBA/01/03
• Published date: March 01, 2003