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~isPartOf:"International journal of theoretical and applied finance"
~person:"Apergēs, Nikolaos"
~person:"Benth, Fred Espen"
~person:"Hogan, William W."
~person:"Meyer-Brandis, Thilo"
~subject:"Derivat"
~subject:"Multivariate Verteilung"
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International journal of theoretical and applied finance
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Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
2
Electricity futures price modeling with Lévy term structure models
Biagini, Francesca
;
Bregman, Julia
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
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