Modelling the joint behaviour of electricity prices in interconnected markets
Year of publication: |
2020
|
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Authors: | Christensen, Troels Sønderby ; Benth, Fred Espen |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 9, p. 1441-1456
|
Subject: | Day-ahead electricity prices | Derivative pricing | Interconnected markets | Stochastic modelling | Strompreis | Electricity price | Derivat | Derivative | Elektrizitätswirtschaft | Electric power industry | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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