Commodities: Plugging into electricity - A new formalism for pricing derivatives and modelling spot price behaviour for non-storable commodities, such as electricity.
| Year of publication: |
2001
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|---|---|
| Authors: | Geman, Hélyette ; Vasicek, Oldrich |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 14.2001, 8, p. 93-98
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