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On calendar energy options - MaRDI portal

On calendar energy options (Q3119616)

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scientific article
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English
On calendar energy options
scientific article

    Statements

    title
    On calendar energy options (English)
    0 references
    author
    Lide Li
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    Paul R. Kleindorfer
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    publication date
    12 March 2019
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    zbMATH Keywords
    calendar option
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    energy market
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    swaption
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    ARMA
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    correlation
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    hedge
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    Identifiers

    DOI
    10.3233/RDA-2012-0088
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    zbMATH DE Number
    7034825
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    OpenAlex ID
    W2227558886
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