Modelling Electricity Prices with Forward Looking Capacity Constraints (Q3395723): Difference between revisions

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+W3122234289
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
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+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
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+Modelling spikes and pricing swing options in electricity markets
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+Q4840212
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+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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