Electricity futures price models: calibration and forecasting (Q319946): Difference between revisions

@@ Property / OpenAlex ID @@
+W1760685249
@@ Property / OpenAlex ID: W1760685249 / rank @@
+Normal rank
@@ Property / cites work @@
+A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
+Normal rank
@@ Property / cites work @@
+A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
+Normal rank
@@ Property / cites work @@
+General theory of geometric Lévy models for dynamic asset pricing
+Normal rank
@@ Property / cites work @@
+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
+Normal rank
@@ Property / cites work @@
+Energy futures prices: term structure models with Kalman filter estimation
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+A survey of stochastic modelling approaches for liberalised electricity markets
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank