Pricing German Energiewende products : intraday cap/floor futures
Year of publication: |
2019
|
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Authors: | Hinderks, W. J. ; Wagner, Andreas |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 81.2019, p. 287-296
|
Subject: | Energiewende products | Factor model | German intraday market | Hull-White model | ID3 price index | Intraday cap/floor futures | Deutschland | Germany | Schätzung | Estimation | Volatilität | Volatility | Theorie | Theory | Index-Futures | Index futures | Preisindex | Price index | Derivat | Derivative |
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