Pages that link to "Item:Q5234359"
From MaRDI portal
The following pages link to On the seasonality in the implied volatility of electricity options (Q5234359):
Displaying 3 items.
- A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
- Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
- Seasonality in commodity prices: new approaches for pricing plain vanilla options (Q6549625) (← links)