Pages that link to "Item:Q1937840"
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The following pages link to Joint econometric modeling of spot electricity prices, forwards and options (Q1937840):
Displaying 11 items.
- Electricity futures price models: calibration and forecasting (Q319946) (← links)
- Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476) (← links)
- Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market (Q1753617) (← links)
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region (Q2100422) (← links)
- Modelling the Structure of Long-Term Electricity Forward Prices at Nord Pool (Q2974417) (← links)
- (Q3008976) (← links)
- (Q3068495) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- A spot market model for pricing derivatives in electricity markets (Q4647601) (← links)
- (Q4668784) (← links)
- Higher moments in the fundamental specification of electricity forward prices (Q5051979) (← links)