A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391)

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A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets
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    A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (English)
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    19 January 2016
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    electricity modeling
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    nonparametric estimation
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    futures pricing
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    market price of risk
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