Pricing electricity day-ahead cap futures with multifactor skew-t densities (Q5079374)
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scientific article; zbMATH DE number 7532616
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing electricity day-ahead cap futures with multifactor skew-t densities |
scientific article; zbMATH DE number 7532616 |
Statements
Pricing electricity day-ahead cap futures with multifactor skew-t densities (English)
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27 May 2022
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electricity prices
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cap futures
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hedging
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skew-t density
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GAMLSS
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0.7229994535446167
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0.7200896143913269
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0.720064640045166
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0.7145549654960632
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0.7124959230422974
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