Modelling the joint behaviour of electricity prices in interconnected markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Modelling the joint behaviour of electricity prices in interconnected markets

Published:2020-04-20 Issue:9 Volume:20 Page:1441-1456
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Christensen Troels Sønderby¹²,Benth Fred Espen³

Affiliation:

1. Department of Mathematical Sciences, Aalborg University, Skjernvej 4A, Aalborg Øst 9220, Denmark

2. Quantitative Analytics, Centrica Energy Trading, Skelagervej 1, Aalborg 9000, Denmark

3. Department of Mathematics, University of Oslo, PO Box 1053 Blindern, Oslo N-0316, Norway

Funder

Innovation Fund Denmark

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2020.1733059

Reference30 articles.

1. Théorie de la spéculation

2. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing

3. The information premium for non-storable commodities

4. Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Dynamics of Spot Power Prices across Western Europe in Pandemic Times;Energies;2024-07-11

2. Intermittently coupled electricity markets;Energy Economics;2024-02

3. On the Dynamics of Spot Power Prices Across Western Europe in Pandemic Times;2024

4. An efficient unified approach for spread option pricing in a copula market model;Annals of Operations Research;2023-08-24

5. An analysis of electricity congestion price patterns in North America;Energy Economics;2021-10

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3