{"id":"https://openalex.org/W656691968","doi":null,"title":"AMBIT FIELDS VIA FOURIER METHODS IN THE CONTEXT OF POWER MARKETS","display_name":"AMBIT FIELDS VIA FOURIER METHODS IN THE CONTEXT OF POWER MARKETS","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W656691968","mag":"656691968"},"language":"en","primary_location":{"id":"pmh:oai:www.duo.uio.no:10852/35771","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10852/35771","pdf_url":"http://urn.nb.no/URN:NBN:no-34517","source":{"id":"https://openalex.org/S7407064446","display_name":"NORA - Norwegian Open Research Archives","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},"parent_works":[],"lineage":["https://openalex.org/W656691968"],"child_works_count":0,"type":"report","is_traditional":false,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://urn.nb.no/URN:NBN:no-34517","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","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":true,"raw_author_name":"Heidar Eyjolfsson","raw_affiliation_strings":["University of Oslo#TAB#"],"raw_orcid":"https://orcid.org/0000-0002-5751-3574","affiliations":[{"raw_affiliation_string":"University of Oslo#TAB#","institution_ids":["https://openalex.org/I184942183"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5085165479"],"corresponding_institution_ids":["https://openalex.org/I184942183"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"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/T12135","display_name":"Fuzzy Systems and Optimization","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fourier-representation","display_name":"Fourier representation","score":0.42899999022483826},{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"stochastic volatility","score":0.3269999921321869}],"concepts":[{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.663216233253479},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.6063379645347595},{"id":"https://openalex.org/C102519508","wikidata":"https://www.wikidata.org/wiki/Q6520159","display_name":"Fourier transform","level":2,"score":0.5560702681541443},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.50362628698349},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.48226672410964966},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4576202630996704},{"id":"https://openalex.org/C88757350","wikidata":"https://www.wikidata.org/wiki/Q1557613","display_name":"L\u00e9vy process","level":2,"score":0.45647627115249634},{"id":"https://openalex.org/C173801870","wikidata":"https://www.wikidata.org/wiki/Q201413","display_name":"Heuristic","level":2,"score":0.43038254976272583},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3898652195930481},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3524107336997986},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.313417911529541},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.18365254998207092},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.15477892756462097},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10618570446968079},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0889836847782135},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.06703948974609375},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:www.duo.uio.no:10852/35771","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10852/35771","pdf_url":"http://urn.nb.no/URN:NBN:no-34517","source":{"id":"https://openalex.org/S7407064446","display_name":"NORA - Norwegian Open Research Archives","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},{"id":"mag:656691968","doi":null,"is_oa":false,"landing_page_url":"http://bcc.impan.pl/6AMaMeF/uploads/presentations/WarsawPresHE.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:www.duo.uio.no:10852/35771","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10852/35771","pdf_url":"http://urn.nb.no/URN:NBN:no-34517","source":{"id":"https://openalex.org/S7407064446","display_name":"NORA - Norwegian Open Research Archives","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W656691968.pdf","grobid_xml":"https://content.openalex.org/works/W656691968.grobid-xml"},"referenced_works_count":19,"referenced_works":["https://openalex.org/W573310676","https://openalex.org/W1582706191","https://openalex.org/W1968339027","https://openalex.org/W1971681605","https://openalex.org/W1997472547","https://openalex.org/W2020041898","https://openalex.org/W2048044934","https://openalex.org/W2051354157","https://openalex.org/W2058845769","https://openalex.org/W2065887119","https://openalex.org/W2141186877","https://openalex.org/W2170444200","https://openalex.org/W2185592418","https://openalex.org/W2234482456","https://openalex.org/W2336398209","https://openalex.org/W2353045011","https://openalex.org/W3106013558","https://openalex.org/W3122835614","https://openalex.org/W3125656118"],"related_works":["https://openalex.org/W2158081769","https://openalex.org/W2065887119","https://openalex.org/W2899371951","https://openalex.org/W2177823657","https://openalex.org/W2151982221","https://openalex.org/W634948115","https://openalex.org/W4415254046","https://openalex.org/W2791795196"],"abstract_inverted_index":{"In":[0],"their":[1],"paper":[2],"Barndorff-Nielsen,":[3],"Benth":[4],"and":[5,20,32,70],"Veraart":[6],"employ":[7],"so":[8],"called":[9],"Ambit":[10,22],"fields":[11,23,41,48,92],"to":[12,98],"model":[13],"electricity":[14,29],"spot-forward":[15],"dynamics.":[16],"We":[17],"briefly":[18],"introduce":[19,33],"discuss":[21],"in":[24,59],"the":[25,60,74,100],"setting":[26],"of":[27,46,63,90,102],"modelling":[28],"forward":[30],"markets,":[31],"a":[34,43],"novel":[35],"method":[36,104],"for":[37,105],"approximating":[38],"general":[39],"ambit":[40,47,91],"by":[42,50,67,72],"linear":[44],"combination":[45],"driven":[49],"exponential":[51],"kernel":[52,76,96],"functions":[53,97],"(as":[54],"has":[55],"already":[56],"been":[57],"done":[58],"null-spatial":[61],"case":[62],"Levy":[64],"semistationary":[65],"processes":[66],"Benth,":[68],"Eyjolfsson":[69],"Veraart)":[71],"representing":[73],"deterministic":[75],"function":[77],"as":[78],"an":[79],"integral":[80],"over":[81],"its":[82],"Fourier":[83],"domain.":[84],"Moreover":[85],"we":[86],"shall":[87],"study":[88],"examples":[89],"with":[93],"ill":[94],"behaved":[95],"illustrate":[99],"usefulness":[101],"our":[103],"pricing":[106],"purposes.":[107]},"counts_by_year":[{"year":2014,"cited_by_count":1}],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2016-06-24T00:00:00"}
