Can the Heston Model Forecast Energy Generation? A Systematic Literature Review

The ability to predict the price of stock exchange assets has attracted the attention of economists and physicists around the world, as physical models are useful to predict volatility behaviors. Knowing that volatility is crucial for energy sector planning, the research aim was to investigate wheth...

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Bibliographic Details
Main Authors: Bianca Reichert, Adriano Mendonça Souza
Format: Article
Language:English
Published: EconJournals 2022-01-01
Series:International Journal of Energy Economics and Policy
Subjects:
Online Access:https://econjournals.com/index.php/ijeep/article/view/11975