Pages that link to "Item:Q4991026"
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The following pages link to A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026):
Displaying 4 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)
- Gaussian Volterra processes as models of electricity markets (Q6648326) (← links)
