Multi-asset pricing modeling using holding-based networks in energy markets
Year of publication: |
2022
|
---|---|
Authors: | Wang, Wentao ; Zhao, Shangmei ; Zhang, Junhuan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-12
|
Subject: | Agent-based modeling | Risk aversion | Co-holding behavior | Holding-based network | Multi-asset pricing | Agentenbasierte Modellierung | Theorie | Theory | Energiemarkt | Energy market | Risikoaversion | Unternehmensnetzwerk | Business network | Preismanagement | Pricing strategy |
-
Raasch, Jessica, (2017)
-
Incomplete procurement contracting with a risk-averse agent
Nishimura, Takeshi, (2011)
-
Electricity retail contracting under risk-aversion
Downward, Anthony, (2016)
- More ...
-
Wang, Tongyu, (2021)
-
Wang, Tongyu, (2023)
-
Multi-Asset Pricing Modeling Using Holding-Based Network in Energy Markets
Wang, Wentao, (2021)
- More ...