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- Publisher
- Wiley
- Copyright
- © 2022 John Wiley & Sons, Ltd.
- ISSN
- 1524-1904
- eISSN
- 1526-4025
- DOI
- 10.1002/asmb.2645
- Publisher site
- See Article on Publisher Site
Abstract
Journal
Applied Stochastic Models in Business and Industry – Wiley
Published: Jan 1, 2022
Keywords: branching processes; forward prices; Hawkes processes; Heath–Jarrow–Morton model; jumps clustering; power markets; self‐exciting processes