Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality |
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Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (English)
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8 March 2006
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energy derivatives
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electricity
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forward curve
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forward surfaces
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