Common and unique factors influencing daily swap returns in the Nordic electricity market, 1997

登录注册会员服务联系我们

Common and unique factors influencing daily swap returns in the Nordic electricity market, 1997–2005

Published:2008-05 Issue:3 Volume:30 Page:1081-1097
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Frestad Dennis

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference29 articles.

1. Fitting yield curves and forward rate curves with maximum smoothness;Adams;Journal of Fixed Income,1994

2. Modeling electricity forward curve dynamics in the Nordic market;Audet,2004

3. Empirical option pricing: a retrospection;Bates;Journal of Econometrics,2003

4. Stochastic modeling of financial electricity contracts;Benth,2005

5. Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation;Benth,2005

Cited by 14 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. An optimized GRT model with blockchain digital smart contracts for power generation enterprises;Energy Economics;2023-12

2. A survey of electricity spot and futures price models for risk management applications;Energy Economics;2021-10

3. Accuracy of deep learning in calibrating HJM forward curves;Digital Finance;2021-04-10

4. A space-time random field model for electricity forward prices;Journal of Banking & Finance;2018-10

5. Modelling Electricity Swaps with Stochastic Forward Premium Models;The Energy Journal;2018-04-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP