Long-term swings and seasonality in energy markets
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Publication:2315654
DOI10.1016/j.ejor.2019.05.042zbMath1431.91403OpenAlexW3125810287MaRDI QIDQ2315654
Publication date: 25 July 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.ucm.es/57379/1/1929.pdf
Numerical methods (including Monte Carlo methods) (91G60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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