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A fractional Brownian–Hawkes model for the Italian electricity spot market: estimation and forecasting

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Bibliographic Details
Published in:The journal of energy markets 2021-09
Main Authors: Giordano, Luca, Morale, Daniela
Format: Article
Language:English
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ISSN:1756-3607
1756-3615
DOI:10.21314/JEM.2021.001