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~person:"Pircalabu, Anca"
~subject:"Derivative"
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A seasonal copula mixture for hedging the clean spark spread with wind power futures
Christensen, Troels Sønderby
;
Pircalabu, Anca
;
Høg, …
- In:
Energy economics
78
(
2019
),
pp. 64-80
Persistent link: https://www.econbiz.de/10012159883
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
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