Electricity forward curves with thin granularity: Theory...

Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market

Caldana, Ruggero, Fusai, Gianluca, Roncoroni, Andrea
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Volume:
261
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2017.02.016
Date:
September, 2017
File:
PDF, 4.63 MB
english, 2017
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