A two-factor model for the electricity forward market (Q3395734): Difference between revisions
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Revision as of 12:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-factor model for the electricity forward market |
scientific article |
Statements
A two-factor model for the electricity forward market (English)
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13 September 2009
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quantitative finance
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weather derivative pricing
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applied mathematical finance
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time series analysis
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