Bid-based Stochastic Model for Electricity Prices: The Impact of Fundamental Drivers on Market Dynamics

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

Agriculture, Economics, Finance +17

On the identification of variances and adaptive Kalman filtering

R.К. Mehra · IEEE Transactions on Automatic Control · 1970 · 1.4K citations

Engineering, Decision Sciences, Process Control +11

Approaches to adaptive filtering

R.К. Mehra · IEEE Transactions on Automatic Control · 1972 · 934 citations

Computing, Computational Engineering, Bayesian Data Analysis +16

Strategic gaming analysis for electric power systems: an MPEC approach

Benjamin F. Hobbs, Carolyn Burr Metzler, Jong‐Shi Pang · IEEE Transactions on Power Systems · 2000 · 820 citations

Social Sciences, Economics, Game Theory +16