MATHEMATICAL MODEL OF THE ELECTRICITY PRICES ON THE SPOT MARKET
نویسندگان
چکیده
The price on the electricity market is constantly changing. Owing to characteristics of future movement relatively hard predict. For this reason following three processes are applied: process according geometric Brownian motion, mean reversion process, and spikes process. paper discusses all processes, including their definitions, formulas applications, as well upsides downsides.
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ژورنال
عنوان ژورنال: Energija
سال: 2023
ISSN: ['0354-8651', '2812-7528']
DOI: https://doi.org/10.37798/2006552386