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Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility

Power MarketEconomicsMultivariate Stochastic VolatilityEnergy ModelingEngineeringFinanceEnergy ManagementOrdinary Linear ModelsEnergy TransitionPower TradingEnergy PolicyBusinessStochastic VolatilityEnergy RegulationQuantitative ManagementGas-fired Power PlantElectricity Market