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~person:"Paraschiv, Florentina"
~subject:"Risikoprämie"
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Risikoprämie
Electricity price
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Strompreis
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Electric power industry
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Elektrizitätswirtschaft
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Deutschland
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Germany
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Theorie
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Volatility
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Elektrizität
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Estimation
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Option pricing theory
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Optionspreistheorie
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Spotmarkt
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Electricity markets
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Electricity prices
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Erneuerbare Energie
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Price forward curves
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Renewable energy
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price forward curves
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Paraschiv, Florentina
Huisman, Ronald
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Kilic, Mehtap
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Benth, Fred Espen
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Westgaard, Sjur
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ECONIS (ZBW)
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A structural model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
-
2016
Persistent link: https://www.econbiz.de/10011686556
Saved in:
2
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
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