Pricing electricity risk by interest rate methods (Q5697336): Difference between revisions

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+Optimal Offer Construction in Electricity Markets
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+Normal rank
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+A DIFFUSION MODEL FOR ELECTRICITY PRICES
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+Changes of numéraire, changes of probability measure and option pricing
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+An equilibrium model for electricity auctions
@@ Property / cites work: An equilibrium model for electricity auctions / rank @@
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+Optimal bid strategies for electricity auctions
@@ Property / cites work: Optimal bid strategies for electricity auctions / rank @@
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+Optimizing a portfolio of power-producing plants
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+Modelling day‐ahead electricity prices
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+A revenue-equivalence theorem for electricity auctions
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+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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