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How to allocate forward contracts : the case of electricity markets
Frutos, Maria Angeles de, (2012)
Trading volume, bid-ask spread, and price volatility in futures markets
Wang, George H. K., (2000)
Estimation and hedging with a one-factor Heath-Jarrow-Morton model
Ho, Lan-chih, (2001)
The Nordic/Baltic spot electric power system price : univariate nonlinear impulse-response analysis
Solibakke, Per Bjarte, (2018)
Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte, (2022)
Efficiently estimated mean and volatility characteristics for the Nordic Spot electric power market
Solibakke, Per Bjarte, (2002)