Modelling energy forward prices
Year of publication: |
2008
|
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Authors: | Janczura, Joanna ; Weron, Aleksander |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Forward contracts | Nord Pool financial market | Options valuation | Volatility modelling |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in the Proceedings of EEM08 (doi:10.1109/EEM.2008.4579020). Number HSC/08/03 8 pages |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Q41 - Demand and Supply |
Source: |
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