On the seasonality in the implied volatility of electricity options (Q5234359)
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scientific article; zbMATH DE number 7110480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the seasonality in the implied volatility of electricity options |
scientific article; zbMATH DE number 7110480 |
Statements
On the seasonality in the implied volatility of electricity options (English)
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26 September 2019
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implied volatility
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electricity options
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seasonality
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factor models
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settlement prices
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season cycle
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