Electricity futures price models : calibration and forecasting
Suren Islyaev; Paresh Date
| Year of publication: |
2015
|
|---|---|
| Authors: | Islyaev, Suren ; Date, Paresh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 247.2015, 1 (1.11.), p. 144-154
|
| Subject: | Electricity derivatives | Jump diffusion models | Derivat | Derivative | Elektrizität | Electricity | Strompreis | Electricity price | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Energiehandel | Energy trade | Rohstoffderivat | Commodity derivative | Energiemarkt | Energy market | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011347115