Anca Pircalabu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Applied Mathematical Finance
2018-12-03Paper
A mixed C-vine copula model for hedging price and volumetric risk in wind power trading
Quantitative Finance
2018-11-19Paper


Research outcomes over time


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