re : implementing clustering and jumps for power frank ,
our var team has been looking at different ways to implement clustering and
jumps for power prices simulation
in var .
i attached the suggestion we came up with and the results of clustering and
jump parameters estimation .
would you like to discuss this methodology ? we need your input .
please , let me know ,
thank you ,
tanya .
re : implementing clustering and jumps for power
frank ,
our var team has been looking at different ways to implement clustering and
jumps for power prices simulation
in var .
i attached the suggestion we came up with and the results of clustering and
jump parameters estimation .
would you like to discuss this methodology ? we need your input .
please , let me know ,
thank you ,
tanya .