A structural Heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices
Year of publication: |
2020
|
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Authors: | Hinderks, W. J. ; Korn, Ralf ; Wagner, Andreas |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 3, p. 347-357
|
Subject: | Strompreis | Electricity price | Spotmarkt | Spot market | Derivat | Derivative | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry |
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