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subject:"Demand-side management"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Discussion paper / Department of Business and Management Science"
~subject:"Volatilität"
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Demand-side management
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Applied mathematical finance
Discussion paper / Department of Business and Management Science
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R / Rand Corporation
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Adapting to changing energy prices : proceedings of the 1981 IAEE Conference
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Electricity intraday price modelling with marked Hawkes processes
Deschatre, Thomas
;
Gruet, Pierre
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 227-260
Persistent link: https://www.econbiz.de/10014291942
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2
Peak price hours in the Nordic power market winter 2009/2010: effects of pricing, demand elasticity and transmission capacities
Gribkovskaia, Victoria
-
2015
Persistent link: https://www.econbiz.de/10010515232
Saved in:
3
What happens when it's windy in Denmark? : an empirical analysis of wind power on price volatility in the Nordic electricity market
Mauritzen, Johannes
-
2010
Persistent link: https://www.econbiz.de/10008772694
Saved in:
4
Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro
;
Figueroa, Marcelo G.
;
Geman, Hélyette
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003847150
Saved in:
5
Using affine jump diffusion models for modelling and pricing electricity derivatives
Nomikos, N. K.
;
Soldatos, O.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 41-71
Persistent link: https://www.econbiz.de/10003751111
Saved in:
6
Modelling day-ahead electricity prices
Hinz, Juri
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 149-161
Persistent link: https://www.econbiz.de/10001805371
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