A jump-diffusion model for pricing electricity under price-cap regulation (Q2179029)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A jump-diffusion model for pricing electricity under price-cap regulation |
scientific article; zbMATH DE number 7199047
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A jump-diffusion model for pricing electricity under price-cap regulation |
scientific article; zbMATH DE number 7199047 |
Statements
A jump-diffusion model for pricing electricity under price-cap regulation (English)
0 references
12 May 2020
0 references
model
0 references
electricity market
0 references
price-cap regulation
0 references
spot price
0 references
forward price
0 references
0 references
0.8673304319381714
0 references
0.8325847387313843
0 references
0.8171470165252686
0 references
0.8157678842544556
0 references
