Pages that link to "Item:Q2940777"
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The following pages link to A Pricing Measure to Explain the Risk Premium in Power Markets (Q2940777):
Displaying 4 items.
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
