A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026)
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scientific article; zbMATH DE number 7353636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices |
scientific article; zbMATH DE number 7353636 |
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A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (English)
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2 June 2021
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stochastic processes with economic interpretations
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initial forward price curve
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