A jump-diffusion model for pricing electricity under price-cap regulation (Q2179029)
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scientific article; zbMATH DE number 7199047
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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12 May 2020
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model
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electricity market
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price-cap regulation
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spot price
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forward price
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0.8673304319381714
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0.8325847387313843
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0.8171470165252686
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0.8157678842544556
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