Pages that link to "Item:Q4419296"
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The following pages link to A DIFFUSION MODEL FOR ELECTRICITY PRICES (Q4419296):
Displayed 40 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476) (← links)
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations (Q405502) (← links)
- Modeling and estimating commodity prices: copper prices (Q496575) (← links)
- Multi-layer model of correlated energy prices (Q847241) (← links)
- Valuing virtual production capacities on flow commodities (Q857950) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices (Q1712624) (← links)
- A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices (Q1926943) (← links)
- Modeling the intraday electricity demand in Germany (Q1979678) (← links)
- Application of continuous stochastic processes in energy market models (Q1979681) (← links)
- The effect of intermittent renewables on the electricity price variance (Q2011833) (← links)
- Pricing electricity forwards under future information on the stochastic mean-reversion level (Q2026537) (← links)
- Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
- Optimal control of electricity input given an uncertain demand (Q2283300) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model (Q2876225) (← links)
- CALIBRATION OF MULTIFACTOR MODELS IN ELECTRICITY MARKETS (Q3022092) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← 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)
- Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives (Q3502202) (← links)
- MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES (Q3527433) (← links)
- A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- A spot market model for pricing derivatives in electricity markets (Q4647601) (← links)
- A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
- A non-parametric structural hybrid modeling approach for electricity prices (Q5001124) (← links)
- A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (Q5071666) (← links)
- Dynamic Electricity Pricing to Smart Homes (Q5129209) (← links)
- Polynomial Processes for Power Prices (Q5217497) (← links)
- PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES (Q5386317) (← links)
- Pricing electricity risk by interest rate methods (Q5697336) (← links)
- The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656) (← links)
- Efficient simulation of coupled gas and power networks under uncertain demands (Q6046313) (← links)
- A mean field model for the development of renewable capacities (Q6146114) (← links)