Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476): Difference between revisions

@@ Property / author @@
-René A. Carmona
@@ Property / author: René A. Carmona / rank @@
-Normal rank
@@ Property / author @@
-Daniel C. Schwarz
@@ Property / author: Daniel C. Schwarz / rank @@
-Normal rank
@@ Property / author @@
+René A. Carmona
@@ Property / author: René A. Carmona / rank @@
+Normal rank
@@ Property / author @@
+Daniel C. Schwarz
@@ Property / author: Daniel C. Schwarz / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B24
@@ Property / Mathematics Subject Classification ID: 91B24 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B54
@@ Property / Mathematics Subject Classification ID: 91B54 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6191713
@@ Property / zbMATH DE Number: 6191713 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+electricity markets
@@ Property / zbMATH Keywords: electricity markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural model
@@ Property / zbMATH Keywords: structural model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forward prices
@@ Property / zbMATH Keywords: forward prices / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spread options
@@ Property / zbMATH Keywords: spread options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+power plant valuation
@@ Property / zbMATH Keywords: power plant valuation / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2123346183
@@ Property / OpenAlex ID: W2123346183 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2299
@@ Property / arXiv ID: 1205.2299 / rank @@
+Normal rank
@@ Property / cites work @@
+A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES
+Normal rank
@@ Property / cites work @@
+A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES
+Normal rank
@@ Property / cites work @@
+A DIFFUSION MODEL FOR ELECTRICITY PRICES
@@ Property / cites work: A DIFFUSION MODEL FOR ELECTRICITY PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+Q3521355
@@ Property / cites work: Q3521355 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging Spread Options
@@ Property / cites work: Pricing and Hedging Spread Options / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
+Normal rank
@@ Property / cites work @@
+Modelling Electricity Prices with Forward Looking Capacity Constraints
+Normal rank
@@ Property / cites work @@
+Joint Modelling of Gas and Electricity Spot Prices
+Normal rank
@@ Property / cites work @@
+Q4350437
@@ Property / cites work: Q4350437 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:356476