Modelling the Nordic Electricity Market using Infinite - Dimensional Stochastic PDE:s

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dc.contributor.authorKällén, Jonas
dc.contributor.departmentChalmers tekniska högskola / Institutionen för matematiska vetenskapersv
dc.contributor.departmentChalmers University of Technology / Department of Mathematical Sciencesen
dc.date.accessioned2019-07-03T13:51:58Z
dc.date.available2019-07-03T13:51:58Z
dc.date.issued2016
dc.description.abstractThe prices of energy futures tend to have a noise structure that cannot easily be described with only a few factors. Therefore an infinite{dimensinoal model has been used to model and simulate the price of energy futures as paths of infinite{dimensional L2{ valued stochastic processes was made. The simulations agreed with previous attempts. The parameters of the model was then fitted to real price data. The results shared some features with the recorded prices.
dc.identifier.urihttps://hdl.handle.net/20.500.12380/230105
dc.language.isoeng
dc.setspec.uppsokPhysicsChemistryMaths
dc.subjectMatematik
dc.subjectGrundläggande vetenskaper
dc.subjectMathematics
dc.subjectBasic Sciences
dc.titleModelling the Nordic Electricity Market using Infinite - Dimensional Stochastic PDE:s
dc.type.degreeExamensarbete för masterexamensv
dc.type.degreeMaster Thesisen
dc.type.uppsokH
local.programmeEngineering mathematics and computational science (MPENM), MSc
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