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An equilibrium pricing model for wind power futures
Gersema, Gerke, (2017)
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji, (2021)
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji, (2019)
Indifference Pricing : Theory and Applications
Carmona, René, (2008)
Statistical analysis of financial data in S-Plus
Carmona, René, (2004)
HJM: a unified approach to dynamic models for fixed income, credit and equity markets
Carmona, René, (2007)