Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market
type: Item
instance of: scholarly article
title: Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market
zbMATH Open document ID: 1403.91272
author: Ruggero Caldana
author: Gianluca Fusai
author: Andrea Roncoroni
published in: European Journal of Operational Research
publication date: 2018-05-29T00:00:00Z
full work available at URL: Caldana Fusai Roncoroni AcceptedManuscript.pdf
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6875897
zbMATH Keywords: energy finance
zbMATH Keywords: forward pricing
zbMATH Keywords: electricity markets
zbMATH Keywords: forward curve construction
MaRDI profile type: Publication
OpenAlex ID: W2591868126
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DOI: 10.1016/J.EJOR.2017.02.016
description: scientific article; zbMATH DE number 6875897