Forward Prices in Markets Driven by Continuous-time Autoregressive Processes (Q5256597)
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scientific article; zbMATH DE number 6447346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward Prices in Markets Driven by Continuous-time Autoregressive Processes |
scientific article; zbMATH DE number 6447346 |
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Forward Prices in Markets Driven by Continuous-time Autoregressive Processes (English)
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19 June 2015
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continuous AR processes
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forward price
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spot-forward relationship
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weather markets
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energy markets
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interest rate theory
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Lévy processes
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