{"entities":{"Q2953312":{"pageid":2964032,"ns":120,"title":"Item:Q2953312","lastrevid":85406579,"modified":"2026-06-03T07:57:12Z","type":"item","id":"Q2953312","labels":{"en":{"language":"en","value":"Pricing options on forwards in energy markets: the role of mean reversion's speed"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6670226"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$F8FDF48C-E9DD-4A77-891F-9D1006A0D055","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"bfe246dcccfdee0399a36a49adb7666298050421","datavalue":{"value":{"text":"PRICING OPTIONS ON FORWARDS IN ENERGY MARKETS: THE ROLE OF MEAN REVERSION'S SPEED","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2953312$75A5BE15-734F-4BA8-BA63-C1252136CFCD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4408ae544ba99cac1089877b142d6c7fbad903fe","datavalue":{"value":"1396.91763","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2953312$366323B1-8812-40A3-A6D2-1154299DA5DE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8a7e385f175fd3340940413c99e4ccd1561269fb","datavalue":{"value":"10.1142/S0219024916500539","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2953312$0EAF1AB1-0784-4144-8DDD-C04AB6BCE829","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"530cc70343f34709a1625ec3e4859cfa91eb811a","datavalue":{"value":{"entity-type":"item","numeric-id":2064639,"id":"Q2064639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$E17D5B83-6376-483B-96B9-F5866146A7A2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$21296EE6-1778-4BAE-BCFF-3E9CE9BC0C1A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"fea9881dc83bf9bde86c29884f058d4548df1e73","datavalue":{"value":{"time":"+2017-01-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2953312$24F4BA33-8DF9-4D9D-BAED-E6ADED35213D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ecefa980f1904986d18cebdc33d34512f4e04d27","datavalue":{"value":"https://arxiv.org/abs/1602.03402","type":"string"},"datatype":"url"},"type":"statement","id":"Q2953312$4EF073C6-72AD-4EF1-8D5D-529AFD2E45C9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2953312$FC5237A4-E2A1-4CEF-A4B8-639B6DC7F024","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2953312$A601C98B-B80D-40FE-A86F-61AD1EE17E2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2953312$739D858B-8678-4665-8651-BD16AAC050AF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1a4d073df38d44345bf20f18e40cfcfda4ee4eb1","datavalue":{"value":"6670226","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2953312$02334EF7-DDAF-42D1-9B52-7C96967824F7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"85805a9258c06fd613f0638ff5a9f2f8c499932b","datavalue":{"value":"electricity spot prices","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$C9F45239-1934-454D-B6D4-E171DC2814AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"42893573c449b72c2aeb4cba00d777d42a0f9551","datavalue":{"value":"multi-scale mean reversion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$08174C22-7917-4C02-8266-C7B6059DDC03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"abe83532237ea8c9b80b40e288f5960a78cd9bd5","datavalue":{"value":"jumps","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$AFEEB919-D7D9-4CFD-B6C7-77B91D773615","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$2A6B4849-3A13-4DB3-9E34-72936BEB1494","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f4b907e0583f5211179713b428515fc2d1f0009e","datavalue":{"value":"delivery period","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$4950EAB6-C133-4A4E-A3A1-E59E05C21C5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"530a1827a685254f4f22ad25e5a691c8827a2ee2","datavalue":{"value":"options on forwards","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$2FC572AD-3D44-49D2-8A29-F6A9AA894D37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9892bc6aa983d007e8b62d576da101f0a03cddf5","datavalue":{"value":"hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$E0440E3B-1F17-4A6D-8678-BC715470D381","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2b1749ad53b9083c331c79cc1be04b644518028a","datavalue":{"value":"pricing error","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$368D9D70-F2AB-408E-8707-8CC297815444","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6f904bba83f7c7e31809a539d414c23fed609aeb","datavalue":{"value":"upper and lower bounds","type":"string"},"datatype":"string"},"type":"statement","id":"Q2953312$151445C2-D036-438D-9485-B8C08CE9B881","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$4FC6F68B-F259-48DB-9C7D-B7901596F2EC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a74899e7ffb30f61b6419c870e6ca762653e346","datavalue":{"value":{"entity-type":"item","numeric-id":3022092,"id":"Q3022092"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$8BE304BA-C0A1-4D38-99DF-24CB855FD187","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4b4e685ca660e3d2e28421f4a7fdef8f7504c7fa","datavalue":{"value":{"entity-type":"item","numeric-id":5297933,"id":"Q5297933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$9F032ABB-A065-4B16-9BF6-4859393CBBFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e686ae732e4b509373ce5935a93dc5480e9af15","datavalue":{"value":{"entity-type":"item","numeric-id":3521355,"id":"Q3521355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$9A0E635D-815C-49F4-BF4A-C2542D6E94B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0c593c8503d923e12a8842fb33b44857ba10382","datavalue":{"value":{"entity-type":"item","numeric-id":1417028,"id":"Q1417028"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$3736F27A-DC43-46FE-9693-194279CC7F86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0db6793e9ee344cda8b81b60a056465410b01e1b","datavalue":{"value":{"entity-type":"item","numeric-id":3527433,"id":"Q3527433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2953312$AEE262F3-8986-4E82-B9DB-23C2B8C5BC6B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c1cb3bfad4284e68b33cdc3e35c022d50f10b4b1","datavalue":{"value":"W3121451284","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2953312$C2B12C51-63A0-425C-A2DE-BC6D1E172CB9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"60052cfc5666554040b14228ca10bbf224031c2d","datavalue":{"value":{"entity-type":"item","numeric-id":2837760,"id":"Q2837760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"61e7bb97868ba8f76d3540ca374e8ac060c04174","datavalue":{"value":{"amount":"+0.7906237244606018","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2953312$27F9C290-1C1B-4A47-9FA9-4E2CC0F89B93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"37d1b87f2be9a6487cfb26cb1134a1c3dbaef966","datavalue":{"value":{"entity-type":"item","numeric-id":5164999,"id":"Q5164999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a84ddfc5126496fdb5d773375ebba33818371b75","datavalue":{"value":{"amount":"+0.7780867218971252","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2953312$8B30026D-553C-4FB0-9D9F-9334F67B263C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9c0c1fb116420cc8b42ea25f2cbbbfdd81cbb808","datavalue":{"value":{"entity-type":"item","numeric-id":3498238,"id":"Q3498238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca9feb307f5899c992ab4ada6d1d2c69add3b7dc","datavalue":{"value":{"amount":"+0.7733093500137329","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2953312$E121A448-1E2D-4481-AC06-AC3E93687064","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bd613ea51e2a7ecf51fe209c492ea6a64c9393c9","datavalue":{"value":{"entity-type":"item","numeric-id":1424642,"id":"Q1424642"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0a802c68164cc4ab904600885bacbe805cd3e66e","datavalue":{"value":{"amount":"+0.7538063526153564","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2953312$D1B9888D-A81F-45E2-BC16-A5B3A9E0ED1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"40689570c2695f91d978edb6f04cfcd71baab81d","datavalue":{"value":{"entity-type":"item","numeric-id":5209114,"id":"Q5209114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f111eec887a4d5a8046e1f76e300e83a37b5904","datavalue":{"value":{"amount":"+0.7458945512771606","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2953312$64CFC964-92CF-4A00-8E16-883CD6B99A9E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Pricing options on forwards in energy markets: the role of mean reversion's speed","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Pricing_options_on_forwards_in_energy_markets:_the_role_of_mean_reversion%27s_speed"}}}}}