Pages that link to "Item:Q2940777"

The following pages link to A Pricing Measure to Explain the Risk Premium in Power Markets (Q2940777):

Displaying 3 items.

• Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
• Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
• Cointegration in continuous time for factor models (Q2633453) (← links)