Pages that link to "Item:Q319946"
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The following pages link to Electricity futures price models: calibration and forecasting (Q319946):
Displaying 15 items.
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Modelling jumps in electricity prices: theory and empirical evidence (Q941721) (← links)
- Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
- On the construction of hourly price forward curves for electricity prices (Q1722772) (← links)
- Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market (Q1753617) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- A new approach to wind power futures pricing (Q2064645) (← links)
- Automated electricity price forecast using combined models (Q2136437) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Energy futures prices: term structure models with Kalman filter estimation (Q4541608) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
