Forward curve dynamics in the Nordic electricity market
Year of publication: |
2005
|
---|---|
Authors: | Koekebakker, Steen ; Ollmar, Fridthjof |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 31.2005, 6, p. 73-94
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Electricity forward market | HJM framework | Principal component analysis |
-
From forward to spot prices: Producers, retailers and loss averse consumers in electricity markets
Di Cosmo, Valeria, (2018)
-
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo, (2018)
-
From forward to spot prices : producers, retailers and loss averse consumers in electricity markets
Di Cosmo, Valeria, (2018)
- More ...
-
Benth, Fred Espen, (2007)
-
Benth, Fred Espen, (2007)
-
Market switching in shipping : a real option applied to the valuation of combination carriers
Sødal, Sigbjørn, (2008)
- More ...