1. Selecting stochastic process for modelling electricity prices;Johnson,1999
2. Electricity prices and power derivatives: evidence from the Nordic power exchange;Lucia;Rev. Deriv. Res.,2002
3. Energy Risk: Valuing and Managing Energy Derivatives;Pilipovic,1998
4. Deregulated power prices: comparison of volatility;Li;Energy Policy,2004
5. S. Deng, Financial methods in competitive electricity markets, Ph.D. Thesis, University of California, 1999.