Short-Term Evolution of Forward Curves and Volatility in Illiquid Power Markets
Year of publication: |
[2011]
|
---|---|
Authors: | Vazquez, Miguel |
Other Persons: | Sánchez-Úbeda, Eugenio F. (contributor) ; Berzosa, Ana (contributor) ; Barquín, Julián (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (-1 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1139779 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D84 - Expectations; Speculations ; C22 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods ; Q4 - Energy |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Ramírez Aristizábal,, John Dairo, (2016)
-
Using Virtual Bids to Manipulate the Value of Financial Transmission Rights
Ledgerwood, Shaun D., (2012)
-
Component estimation for electricity prices: Procedures and comparisons
Lisi, Francesco, (2014)
- More ...
-
Short-term evolution of forward curves and volatility in illiquid power market
Vázquez, Miguel, (2008)
-
Vazquez, Miguel, (2015)
-
Representing the Effects of Oligopolistic Competition on Risk-Neutral Prices in Power Markets
Vazquez, Miguel, (2012)
- More ...