PPA Investments of Minimal Variability

Author:

Benth Fred Espen

Publisher

Springer Nature Switzerland

Reference14 articles.

1. Benth, F.E., Christensen, T.S., Rohde, V.: Multivariate continuous-time modeling of wind indexes and hedging of wind risk. Quantit. Finan. 21(1), 165–183 (2021)

2. Berlinet, A., Thomas-Agnan, C.: Reproducing Kernel Hilbert Spaces in Probability and Statistics. Springer Science+Business Media, New York (2004)

3. Cressie, N., Wikle, C.K.: Statistics for Spatio-Temporal Data. John Wiley & Sons, Hoboken (2011)

4. De Jong, C.: The Future is Green – The financials of renewable power and PPA contracts (2022). Available via Kyos Energy Consulting. https://www.kyos.com/ppa-insights-overview-articles/, Cited 18 Jan 2023

5. Duffie, D.: Dynamic Asset Pricing Theory. Princeton University Press, Princeton (1992)

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