Articles liés à Quantitative Energy Finance: Modeling, Pricing, and...
Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets - Couverture souple
Synopsis
A review of optimal investment rules in electricity generation.- A Survey of Commodity Markets and Structural Models for Electricity Prices.- Fourier based valuation methods in mathematical finance.- Mathematics of Swing Options: A Survey.- Inference for Markov-regime switching models of electricity spot prices.- Modelling electricity day-ahead prices by multivariate Lévy semistationary processes.- Modelling Power Forward Prices.- An analysis of the main determinants of electricity forward prices and forward risk premia.- A Dynamic Lévy Copula Model for the Spark Spread.- Constrained density estimation.- Electricity Options and Additional Information.
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