We conduct an empirical analysis of three recently proposed and widely used models for electricity spot price process. The first model, called the jump-diffusion model, was proposed by Cartea and Figueroa (2005), and is a one-factor mean-reversion jump-diffusion model, adjusted to incorporate...

This paper gives a short recapitulation of the constraints for forward and futures prices under the condition that no risk-free profits can be achieved through arbitrage activities.

The present reprint contains 11 articles accepted for publication and published in the Special Issue From COVID-19 to Resilience: Quantitative Methods in Economics and Business of the MDPI Mathematics journal. These articles cover a wide range of topics analyzing economics and business...