Pages that link to "Item:Q1753617"
From MaRDI portal
The following pages link to Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market (Q1753617):
Displaying 6 items.
- An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market (Q1657898) (← links)
- On the construction of hourly price forward curves for electricity prices (Q1722772) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- Modeling risk contagion in the Italian zonal electricity market (Q2076843) (← links)
- A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
- Higher moments in the fundamental specification of electricity forward prices (Q5051979) (← links)