Joint Econometric Modeling of Spot Electricity Prices, Forwards and Options
Year of publication: |
2012-10
|
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Authors: | Féron, Olivier ; Monfort, Alain |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Asset Pricing | Derivatives | Econometric Modeling | Electricity | Modeling | Prices | Pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Review of Derivatives Research, 2012, Vol. 15, no. 3. pp. 217-256.Length: 39 pages |
Classification: | Q41 - Demand and Supply ; L94 - Electric Utilities ; L11 - Production, Pricing, and Market Structure Size; Size Distribution of Firms ; G12 - Asset Pricing ; c58 |
Source: |
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