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~subject:"ARCH model"
~subject:"Derivat"
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The information premium on electricity markets : a new spot-forward relationship for non-storable underlyings
Biegler-König, Richard
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contributor
)
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2013
Persistent link: https://www.econbiz.de/10009783468
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2
Power prices : a regime-switching spot/forward price model with Kim filter estimation
Blöchlinger, Lea
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2008
Persistent link: https://www.econbiz.de/10003756235
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3
Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003494301
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4
Application of a stochastic price modeling method to energy commodities and their derivative contracts
Lin, Tao
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2007
Persistent link: https://www.econbiz.de/10003724298
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