Pricing electricity day-ahead cap futures with multifactor skew-t densities (Q5079374)
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scientific article; zbMATH DE number 7532616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing electricity day-ahead cap futures with multifactor skew-t densities |
scientific article; zbMATH DE number 7532616 |
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Pricing electricity day-ahead cap futures with multifactor skew-t densities (English)
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27 May 2022
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electricity prices
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cap futures
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hedging
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skew-t density
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GAMLSS
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