Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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Publication:1417028
DOI10.1023/A:1013846631785zbMath1064.91508OpenAlexW2020041898MaRDI QIDQ1417028
Julio J. Lucia, Eduardo S. Schwartz
Publication date: 18 December 2003
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013846631785
Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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