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Schmeck, Maren Diane
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Center for Mathematical Economics Working Papers
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ECONIS (ZBW)
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The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
2
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
3
Electricity price modeling with stochastic time change
Borovkova, Svetlana
;
Schmeck, Maren Diane
- In:
Energy economics
63
(
2017
),
pp. 51-65
Persistent link: https://www.econbiz.de/10011757844
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