{"id":"https://openalex.org/W2215937293","doi":"https://doi.org/10.1007/978-3-0348-0545-2_14","title":"Stochastic Modeling of Power Markets Using Stationary Processes","display_name":"Stochastic Modeling of Power Markets Using Stationary Processes","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W2215937293","doi":"https://doi.org/10.1007/978-3-0348-0545-2_14","mag":"2215937293"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-0348-0545-2_14","doi":"https://doi.org/10.1007/978-3-0348-0545-2_14","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-0348-0545-2_14","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Seminar on Stochastic Analysis, Random Fields and Applications VII","raw_type":"book-chapter"},"parent_works":[{"id":"https://openalex.org/W4210333732","display_name":"Seminar on Stochastic Analysis, Random Fields and Applications VII: Centro Stefano Franscini, Ascona, May 2011","relationship":"volume"}],"lineage":["https://openalex.org/W2215937293","https://openalex.org/W4210333732"],"child_works_count":0,"type":"book-chapter","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5044987464","display_name":"Fred Espen Benth","orcid":"https://orcid.org/0000-0001-9907-6811","observed_orcids":["https://orcid.org/0000-0001-9907-6811"]},"institutions":[{"id":"https://openalex.org/I184942183","display_name":"University of Oslo","ror":"https://ror.org/01xtthb56","country_code":"NO","type":"education","lineage":["https://openalex.org/I184942183"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Fred Espen Benth","raw_affiliation_strings":["Centre of Mathematics for Applications (CMA), University of Oslo, 1053, Blindern, N-0316, Oslo, Norway"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre of Mathematics for Applications (CMA), University of Oslo, 1053, Blindern, N-0316, Oslo, Norway","institution_ids":["https://openalex.org/I184942183"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5085165479","display_name":"Heidar Eyjolfsson","orcid":"https://orcid.org/0000-0002-5751-3574","observed_orcids":["https://orcid.org/0000-0002-5751-3574"]},"institutions":[{"id":"https://openalex.org/I184942183","display_name":"University of Oslo","ror":"https://ror.org/01xtthb56","country_code":"NO","type":"education","lineage":["https://openalex.org/I184942183"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Heidar Eyjolfsson","raw_affiliation_strings":["Centre of Mathematics for Applications (CMA), University of Oslo, 1053, Blindern, N-0316, Oslo, Norway"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre of Mathematics for Applications (CMA), University of Oslo, 1053, Blindern, N-0316, Oslo, Norway","institution_ids":["https://openalex.org/I184942183"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5044987464"],"corresponding_institution_ids":["https://openalex.org/I184942183"],"apc_list":null,"apc_paid":null,"fwci":8.9933,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.97923142,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"261","last_page":"284"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/electricity-market","display_name":"electricity market","score":0.8960000276565552},{"id":"https://openalex.org/keywords/electricity-spot-prices","display_name":"electricity spot prices","score":0.9559999704360962},{"id":"https://openalex.org/keywords/stationary-processes","display_name":"stationary processes","score":0.9769999980926514},{"id":"https://openalex.org/keywords/trajectory-simulation","display_name":"trajectory simulation","score":0.8870000243186951},{"id":"https://openalex.org/keywords/risk-management","display_name":"risk management","score":0.8420000076293945},{"id":"https://openalex.org/keywords/stochastic-modeling","display_name":"stochastic modeling","score":0.7250000238418579}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5752599239349365},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5716498494148254},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.5360667109489441},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.5018293857574463},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.47008466720581055},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.45898306369781494},{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.45150646567344666},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4037071168422699},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.364185094833374},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3582802414894104},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35002902150154114},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.32195425033569336},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22454625368118286},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.186798095703125},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.13472530245780945},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1103736162185669},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07784372568130493},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0656697154045105},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-0348-0545-2_14","doi":"https://doi.org/10.1007/978-3-0348-0545-2_14","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-0348-0545-2_14","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Seminar on Stochastic Analysis, Random Fields and Applications VII","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W573310676","https://openalex.org/W644980940","https://openalex.org/W1488393429","https://openalex.org/W1582706191","https://openalex.org/W1973444515","https://openalex.org/W1995522593","https://openalex.org/W2020041898","https://openalex.org/W2022783590","https://openalex.org/W2058845769","https://openalex.org/W2065887119","https://openalex.org/W2097927290","https://openalex.org/W2150956140","https://openalex.org/W2209221136","https://openalex.org/W2234482456","https://openalex.org/W2336398209","https://openalex.org/W3122835614","https://openalex.org/W3124816797","https://openalex.org/W3125656118","https://openalex.org/W4210280068"],"related_works":["https://openalex.org/W2899012446","https://openalex.org/W1488393429","https://openalex.org/W2353045011","https://openalex.org/W3102795434","https://openalex.org/W573310676","https://openalex.org/W1997472547","https://openalex.org/W3106013558","https://openalex.org/W7057879557","https://openalex.org/W2963233659","https://openalex.org/W1570594602"],"abstract_inverted_index":null,"counts_by_year":[{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":2}],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2016-06-24T00:00:00"}
