Pages that link to "Item:Q4991026"

The following pages link to A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026):

Displaying 3 items.

• Application of continuous stochastic processes in energy market models (Q1979681) (← links)
• Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
• Modelling the joint behaviour of electricity prices in interconnected markets (Q5139244) (← links)