Hourly price forward curves for electricity markets : construction, dynamics and stochastics
author: Audun Sviland Saethero ; Betreuer: Rüdiger Kiesel
| Alternative title: | Hourly Price Forward Curves für Strommärkte |
|---|---|
| Year of publication: |
2018
|
| Authors: | Saethero, Audun Sviland |
| Other Persons: | Kiesel, Rüdiger (degree supervisor) |
| Publisher: |
Duisburg |
| Subject: | Energy Markets | Financial Mathematics | HPFCs | Optimization | Stochastics | Energiemarkt | Energy market | Stochastischer Prozess | Stochastic process | Strompreis | Electricity price | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Elektrizitätswirtschaft | Electric power industry | Elektrizität | Electricity |
freely available
| Extent: | 1 Online-Ressource (circa 148 Seiten) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Universität Duisburg-Essen, 2017 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012260226