Pages that link to "Item:Q3395734"

The following pages link to A two-factor model for the electricity forward market (Q3395734):

Displaying 24 items.

• Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
• Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
• Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
• Application of continuous stochastic processes in energy market models (Q1979681) (← links)
• Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
• Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
• Optimal control of electricity input given an uncertain demand (Q2283300) (← links)
• Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
• Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
• Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
• VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING (Q3304218) (← links)
• NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505) (← links)
• A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
• Optimal Cross-Border Electricity Trading (Q5065091) (← links)
• Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
• On the seasonality in the implied volatility of electricity options (Q5234359) (← links)
• ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS (Q5245888) (← links)
• Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)
• Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
• Efficient simulation of coupled gas and power networks under uncertain demands (Q6046313) (← links)
• Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market (Q6563136) (← links)
• Fast calibration of two-factor models for energy option pricing (Q6579570) (← links)
• Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in power markets (Q6610444) (← links)
• Multi-factor polynomial diffusion models and inter-temporal futures dynamics (Q6630458) (← links)