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The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika; Schmeck, Maren Diane; Kh.Balci, Anna - In: Energy economics 113 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
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Electricity price modeling with stochastic time change
Borovkova, Svetlana; Schmeck, Maren Diane - In: Energy economics 63 (2017), pp. 51-65
Persistent link: https://www.econbiz.de/10011757844
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Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano - In: Energy economics 95 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012816581