Uncertain energy model for electricity and gas futures with application in spark-spread option price (Q6102835)

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scientific article; zbMATH DE number 7700946
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Uncertain energy model for electricity and gas futures with application in spark-spread option price
scientific article; zbMATH DE number 7700946

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    Uncertain energy model for electricity and gas futures with application in spark-spread option price (English)
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    23 June 2023
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    energy markets
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    futures
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    uncertainty theory
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    parameter estimation
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    spark-spread option
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