Pricing Electricity Derivatives under Future Information-Reference-Cited by-同舟云学术

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Pricing Electricity Derivatives under Future Information

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hess Markus

Publisher

Elsevier BV

Reference31 articles.

1. A Diffusion Model for Electricity Prices;M Barlow;Math. Finance,2002

2. Electricity Options and Additional Information;F Benth;the proceedings of the Wolfgang Pauli Institute "Quantitative Energy Finance -Modeling, Pricing, and Hedging in Energy and Commodity Markets,2014

Cited by 3 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. A machine learning-based price state prediction model for agricultural commodities using external factors;Decisions in Economics and Finance;2021-11-18

2. Pricing and Hedging Temperature Futures Derivatives under Weather Forecasts;SSRN Electronic Journal;2013

3. Pricing Electricity Derivatives under Future Information;SSRN Electronic Journal;2012

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