1

A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures

Year:
2018
Language:
english
File:
PDF, 2.91 MB
english, 2018
8

A Regime-Switching Copula Approach to Modeling Day-Ahead Prices in Coupled Electricity Markets

Year:
2017
Language:
english
File:
PDF, 1.04 MB
english, 2017
11

Least cost optimization of large passenger vessels

Year:
2007
Language:
english
File:
PDF, 1.42 MB
english, 2007
13

Joint price and volumetric risk in wind power trading: A copula approach

Year:
2017
Language:
english
File:
PDF, 1.08 MB
english, 2017
14

A Non-Gaussian Ornstein-Uhlenbeck Model for Pricing Wind Power Futures

Year:
2017
Language:
english
File:
PDF, 565 KB
english, 2017
15

A mixed C-vine copula model for hedging price and volumetric risk in wind power trading

Year:
2017
Language:
english
File:
PDF, 1.40 MB
english, 2017