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Electricity futures price models: calibration and forecasting - MaRDI portal

Electricity futures price models: calibration and forecasting (Q319946)

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scientific article; zbMATH DE number 6633737
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English
Electricity futures price models: calibration and forecasting
scientific article; zbMATH DE number 6633737

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    Electricity futures price models: calibration and forecasting (English)
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    6 October 2016
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    electricity derivatives
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    jump diffusion models
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