A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES |
scientific article |
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A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (English)
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8 January 2010
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energy markets
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electricity prices
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fuel prices
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risk-neutral probability
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no-arbitrage pricing
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forward contract
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