Funder
National Science Centre (NCN, Poland)
Subject
Business and International Management
Reference366 articles.
1. A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices;Albanese;European Journal of Operational Research,2012
2. Electricity price forecasting in Ontario electricity market using wavelet transform in artificial neural network based model;Aggarwal;International Journal of Control, Automation and Systems,2008
3. Electricity price forecasting in deregulated markets: A review and evaluation;Aggarwal;International Journal of Electrical Power and Energy Systems,2009
4. Short term price forecasting in deregulated electricity markets. A review of statistical models and key issues;Aggarwal;International Journal of Energy Sector Management,2009
5. A structural risk-neutral model for pricing and hedging power derivatives;Aïd;Mathematical Finance,2013
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