Author:
Benth Fred Espen,Kiesel Rüdiger,Nazarova Anna
Subject
General Energy,Economics and Econometrics
Reference24 articles.
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4. A non-Gaussian Ornstein–Uhlenbeck process for electricity spot price modeling and derivatives pricing;Benth;Appl. Math. Finance,2007
5. Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium;Benth;J. Bank. Finance,2008
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