A new approach to wind power futures pricing (Q2064645)
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scientific article; zbMATH DE number 7452736
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new approach to wind power futures pricing |
scientific article; zbMATH DE number 7452736 |
Statements
A new approach to wind power futures pricing (English)
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6 January 2022
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wind power futures
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wind power production index
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arithmetic multi-factor model
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pure-jump Ornstein-Uhlenbeck process
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Lévy-type process
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Fourier transform
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stochastic differential equation
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risk premium
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0.9026547074317932
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0.794795572757721
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0.7656542062759399
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0.764331579208374
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0.7415806651115417
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