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Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
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2
The influence of temperature on spike probability in day-ahead power prices
Huisman, Ronald
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003484797
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3
Electricity portfolio management : optimal peak
Huisman, Ronald
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003650574
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4
Revisiting uncovered interest rate parity : switching between UIP and the random walk
Huisman, Ronald
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003415069
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5
Hourly electricity prices in day-ahead markets
Huisman, Ronald
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003415072
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6
Do exchange rates move in line with uncovered interest parity?
Huisman, Ronald
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003424297
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7
Hedging exposure to electricity price risk in a value at risk framework
Huisman, Ronald
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003424300
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8
A comment on: Storage and the electricity forward premium
Treslong, Adriaan Bloys van
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10008664808
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9
Being in balance : economic efficiency in the Dutch power market
Huisman, Ronald
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002191316
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10
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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