Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market-Reference-Cited by-同舟云学术

Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market

Published:2017-09 Issue:2 Volume:261 Page:715-734
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Caldana Ruggero,Fusai Gianluca,Roncoroni Andrea

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference39 articles.

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5. Arbitrage theory in continuous time;Björk,2009

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