標題: Titlebook: Electricity Derivatives; René A?d Book 2015 The Author(s) 2015 91G20,91G80,91G60.Electricity Derivatives.Jump Processes.Power Plants.Swing [打印本頁] 作者: intensify 時間: 2025-3-21 19:38
書目名稱Electricity Derivatives影響因子(影響力)
書目名稱Electricity Derivatives影響因子(影響力)學科排名
書目名稱Electricity Derivatives網(wǎng)絡公開度
書目名稱Electricity Derivatives網(wǎng)絡公開度學科排名
書目名稱Electricity Derivatives被引頻次
書目名稱Electricity Derivatives被引頻次學科排名
書目名稱Electricity Derivatives年度引用
書目名稱Electricity Derivatives年度引用學科排名
書目名稱Electricity Derivatives讀者反饋
書目名稱Electricity Derivatives讀者反饋學科排名
作者: Melatonin 時間: 2025-3-21 23:04 作者: Jacket 時間: 2025-3-22 02:24
https://doi.org/10.1007/978-3-8349-7128-9arch activity on the forecasting of the spot prices. The chapter is limited to the models that provide the dynamic of the futures prices. Indeed, modelling the dynamic of the futures prices is the basic brick for hedging and pricing more complex products. A model should be able to provide them at a low computational cost.作者: VEST 時間: 2025-3-22 06:00 作者: 施加 時間: 2025-3-22 12:19
Introduction,erature has followed the worldwide liberalisation of the electricity industry. Amongst the many drivers that can explain the interest in this field, three of them are worth noting in a monograph dedicated to electricity derivatives.作者: Ibd810 時間: 2025-3-22 16:39 作者: Ibd810 時間: 2025-3-22 20:29
Book 2015w prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.作者: 口味 時間: 2025-3-22 22:16
Introduction, years have passed since the first quotation of a futures contract on electricity (Scandinavian market 1993). Since then, the quantitative finance literature has followed the worldwide liberalisation of the electricity industry. Amongst the many drivers that can explain the interest in this field, t作者: 多樣 時間: 2025-3-23 01:50
Electricity Markets,fic to this market. Regarding electricity’s properties, I focus only on those that have a direct consequence on pricing and trading. The fact that electricity cannot be stored cannot be understated. In the same line, the constraints on its transport make electricity a local commodity. There is no su作者: 使痛苦 時間: 2025-3-23 07:01 作者: 虛度 時間: 2025-3-23 09:52 作者: Nuance 時間: 2025-3-23 14:05 作者: Conscientious 時間: 2025-3-23 21:26 作者: DEVIL 時間: 2025-3-24 00:04 作者: receptors 時間: 2025-3-24 04:50 作者: 全部逛商店 時間: 2025-3-24 08:16
Derivatives,t.?. should be considered as the basis for more complex derivatives such as tolling contracts or swing options which were first mentioned in Sect.?.. Thus, I limit this section on spread options to a presentation of their different forms and on the cases where there is a closed-form formula or an analytical approximation.作者: Jacket 時間: 2025-3-24 12:21
Conclusion,ed, from Gaussian mean-reversion processes to the cutting edge ambit fields, it seems that no modeling framework has escaped implementation in the electricity markets. But, I want to use this opportunity to propose some guidelines for future research. I currently see four major research streams.作者: obnoxious 時間: 2025-3-24 18:09 作者: Coterminous 時間: 2025-3-24 19:01
SpringerBriefs in Quantitative Financehttp://image.papertrans.cn/e/image/305782.jpg作者: 惰性女人 時間: 2025-3-25 01:30
Electricity Derivatives978-3-319-08395-7Series ISSN 2192-7006 Series E-ISSN 2192-7014 作者: Anterior 時間: 2025-3-25 06:52
https://doi.org/10.1007/978-3-319-71619-0 years have passed since the first quotation of a futures contract on electricity (Scandinavian market 1993). Since then, the quantitative finance literature has followed the worldwide liberalisation of the electricity industry. Amongst the many drivers that can explain the interest in this field, t作者: 大酒杯 時間: 2025-3-25 10:33 作者: ARBOR 時間: 2025-3-25 14:28
https://doi.org/10.1007/978-3-8349-7128-9reasing number of publications are dedicated to the problem of modelling the electricity spot price. I exclude from the scope of this chapter the research activity on the forecasting of the spot prices. The chapter is limited to the models that provide the dynamic of the futures prices. Indeed, mode作者: Noctambulant 時間: 2025-3-25 16:35 作者: chassis 時間: 2025-3-25 23:44 作者: Diastole 時間: 2025-3-26 00:17
2192-7006 iated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.978-3-319-08394-0978-3-319-08395-7Series ISSN 2192-7006 Series E-ISSN 2192-7014 作者: Encoding 時間: 2025-3-26 04:48
Psychology, Culture, and Design,of the most specific derivatives of electricity markets by presenting the context, objective, and constraints of the electricity utilities whether they are large or small, or whether they hold generation assets or are purely retailers.作者: Organonitrile 時間: 2025-3-26 11:40 作者: 使人入神 時間: 2025-3-26 15:11
Research on Management Optimization of College Student Apartment Based on MCR Modelaching, scientific research, sports, life four big area resistance situation analysis, Then, the management of campus dormitories is optimized to form visual results through accuracy and provide more possibilities and innovations for future university management and planning. 作者: 繁忙 時間: 2025-3-26 19:10 作者: Dendritic-Cells 時間: 2025-3-27 00:04
M. N. Normah,A. M. Makeenopic and radiological anatomy. A clear 3D configuration of the frontal area before surgery is necessary to perform a safe and confident procedure. Otherwise, insecurity in the FR will often either result in inadequate surgery with functional failure or increase the risk of orbit, brain, or vascular 作者: Alpha-Cells 時間: 2025-3-27 02:38 作者: Hangar 時間: 2025-3-27 07:09 作者: ANTI 時間: 2025-3-27 12:38 作者: Cabg318 時間: 2025-3-27 17:08 作者: 橡子 時間: 2025-3-27 20:38
