On forward price modeling in power markets
Year of publication: |
2010
|
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Authors: | Benth, Fred Espen |
Published in: |
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk. - New Jersey [u.a.] : World Scientific, ISBN 981-4280-10-0. - 2010, p. 93-122
|
Subject: | Nordpool | Elektrizitätswirtschaft | Electric power industry | Energiehandel | Energy trade | Derivat | Derivative | Strompreis | Electricity price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nordeuropa | Northern Europe |
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