Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Ruggero Caldana, Gianluca Fusai, Andrea Roncoroni
| Year of publication: |
1 September 2017
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| Authors: | Caldana, Ruggero ; Fusai, Gianluca ; Roncoroni, Andrea |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 261.2017, 2 (1.9.), p. 715-734
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| Subject: | Energy finance | Forward pricing | Electricity markets | Forward curve construction | Strompreis | Electricity price | Theorie | Theory | Elektrizität | Electricity | Derivat | Derivative | Energiemarkt | Energy market | Rohstoffderivat | Commodity derivative | Elektrizitätswirtschaft | Electric power industry | Volatilität | Volatility | Zinsstruktur | Yield curve |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.02.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011738512