Stochastic modeling of financial electricity contracts
- Author
- BENTH, Fred Espen1 2 ; KOEKEBAKKER, Steen2 3
[1] Centre of Mathematics for Applications, Department of Mathematics, University of Oslo, P.O. Box 1053, Blindern, 0316 Oslo, Norway
[2] Agder University College, School of Management, Serviceboks 422, 4604 Kristiansand, Norway
[3] Agder Energy, Serviceboks 603, 4606 Kristiansand, Norway - Source
Energy economics. 2008, Vol 30, Num 3, pp 1116-1157, 42 p ; ref : 1 p.1/2
- Publisher
- Elsevier Science, Amsterdam
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- Electricity markets Forwards and futures Heath-Jarrow-Morton approach Nord Pool Swaps
- Keyword (fr)
- Dynamique Electricité Fixation prix Marché à terme Modèle stochastique Contrat échange
- Keyword (en)
- Dynamics Electricity Pricing Time bargain Stochastic model Swap
- Keyword (es)
- Dinámica Electricidad Fijación precios Modelo estocástico
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D06 Energy / 001D06A General, economic and professional studies / 001D06A01 Energy economics / 001D06A01A Methodology. Modelling
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D06 Energy / 001D06A General, economic and professional studies / 001D06A01 Energy economics / 001D06A01C Economic data / 001D06A01C4 Electric energy
- Discipline
- Energy
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20183906
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.eneco.2007.06.005 
https://dx.doi.org/10.1016/j.eneco.2007.06.005
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