Pricing electricity risk by interest rate methods
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Publication:5697336
DOI10.1080/14697680500040876zbMath1118.91312OpenAlexW2087310230MaRDI QIDQ5697336
Lutz von Grafenstein, Michel Verschuere, Juri Hinz, Martina Wilhelm
Publication date: 17 October 2005
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500040876
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Cites Work
- Optimal bid strategies for electricity auctions
- Electricity prices and power derivatives: evidence from the Nordic Power Exchange
- Optimizing a portfolio of power-producing plants
- A DIFFUSION MODEL FOR ELECTRICITY PRICES
- An equilibrium model for electricity auctions
- Modelling day‐ahead electricity prices
- A revenue-equivalence theorem for electricity auctions
- Changes of numéraire, changes of probability measure and option pricing
- Optimal Offer Construction in Electricity Markets
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