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A fractional Brownian–Hawkes model for the Italian electricity spot market: estimation and forecasting
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Published in: | The journal of energy markets 2021-09 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Citations: | Items that cite this one |
Online Access: | Get full text |
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ISSN: | 1756-3607 1756-3615 |
DOI: | 10.21314/JEM.2021.001 |