Pages that link to "Item:Q5697336"
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The following pages link to Pricing electricity risk by interest rate methods (Q5697336):
Displaying 9 items.
- Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
- Valuing virtual production capacities on flow commodities (Q857950) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- A two-factor model for the electricity forward market (Q3395734) (← links)
- A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
- PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES (Q5386317) (← links)