Pages that link to "Item:Q4647601"
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The following pages link to A spot market model for pricing derivatives in electricity markets (Q4647601):
Displaying 15 items.
- Spatial dependencies of wind power and interrelations with spot price dynamics (Q299819) (← links)
- Optimizing profits from hydroelectricity production (Q954052) (← links)
- Risk management in power markets: the hedging value of production flexibility (Q1042265) (← links)
- Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident (Q2318676) (← links)
- A Practical View on Valuation of Multi-Exercise American Style Options in Gas and Electricity Markets (Q2917439) (← links)
- (Q3008976) (← links)
- (Q3068495) (← links)
- A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165) (← links)
- (Q4668784) (← links)
- (Q4682494) (← links)
- A non-parametric structural hybrid modeling approach for electricity prices (Q5001124) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)