Analysis and Modelling of Electricity Futures Prices
Year of publication: |
2006
|
---|---|
Authors: | Borovkova, Svetlana ; Geman, Helyette |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 10.2006, 3, p. 1372-1372
|
Publisher: |
Berkeley Electronic Press |
Subject: | electricity markets | futures prices | convenience yield | forward curves | seasonality |
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