Electricity futures price models: Calibration and forecasting

Title
Electricity futures price models: Calibration and forecasting
Authors
Keywords
Electricity derivatives, Jump diffusion models
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 247, Issue 1, Pages 144-154
Publisher
Elsevier BV
Online
2015-05-30
DOI
10.1016/j.ejor.2015.05.063

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