Stochastic modeling of wind derivatives in energy markets
Year of publication: |
2018
|
---|---|
Authors: | Benth, Fred Espen ; Di Persio, Luca ; Lavagnini, Silvia |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 2, p. 1-21
|
Publisher: |
Basel : MDPI |
Subject: | energy markets | weather derivatives | quanto option | normal inverse Gaussian process | stochastic models for wind energy |
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