Pages that link to "Item:Q5452749"
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The following pages link to Risk Premia in Electricity Forward Prices (Q5452749):
Displaying 8 items.
- Risky utilities (Q324366) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- Modelling the Structure of Long-Term Electricity Forward Prices at Nord Pool (Q2974417) (← links)
- The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Higher moments in the fundamental specification of electricity forward prices (Q5051979) (← links)
- Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market (Q5452745) (← links)
- Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in power markets (Q6610444) (← links)