A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (Q3655551)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES
scientific article

    Statements

    A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    8 January 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    energy markets
    0 references
    electricity prices
    0 references
    fuel prices
    0 references
    risk-neutral probability
    0 references
    no-arbitrage pricing
    0 references
    forward contract
    0 references