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Consistent factor models for temperature markets - MaRDI portal

Consistent factor models for temperature markets (Q2909512)

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scientific article; zbMATH DE number 6074287
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English
Consistent factor models for temperature markets
scientific article; zbMATH DE number 6074287

    Statements

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    30 August 2012
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    temperature models
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    temperature markets
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    factor models
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    consistency
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    temperature derivatives
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    pricing and hedging
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    Consistent factor models for temperature markets (English)
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