onychomycosis
发表于 2025-3-21 17:36:48
书目名称Quantitative Energy Finance影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0780835<br><br> <br><br>书目名称Quantitative Energy Finance读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0780835<br><br> <br><br>
sebaceous-gland
发表于 2025-3-21 23:34:01
Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processeslation structure of electricity day-ahead prices in the EEX market. The flexible structure of . processes is able to reproduce the stylized facts of such data rather well. Furthermore, these processes can be used to model negative prices in electricity markets which started to occur recently and cannot be described by many classical models.
鞭子
发表于 2025-3-22 02:45:54
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premiayse the behaviour of the ex-post electricity forward risk premia in Germany, France and Spain, and in particular we find a positive correlation between ex-post electricity risk premia in these three countries as well as between risk premia for electricity and natural gas futures prices.
别名
发表于 2025-3-22 06:56:17
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Jogging
发表于 2025-3-22 10:25:33
Electricity Options and Additional Informationof the premia. Here, we examine how the presence of an information premium alters the prices of options on forwards. Also, we apply the technique of enlargement of filtrations to show how to calculate the premium specifically for certain types of information and delivery periods. Furthermore, we illustrate the results in various stylised examples.
Fibroid
发表于 2025-3-22 14:14:13
Mathematics of Swing Options: A Surveynd . methods. Martingale methods build on purely probabilistic properties of the models whereas Markovian methods draw on the interplay between stochastic control and partial differential equations. We also review other techniques available in the literature.
CUMB
发表于 2025-3-22 21:03:33
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Phonophobia
发表于 2025-3-22 21:22:23
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愤世嫉俗者
发表于 2025-3-23 02:57:29
A Survey of Commodity Markets and Structural Models for Electricity Pricests merits over traditional . models. Building on several recent articles, we advocate a broad and flexible structural framework for spot prices, incorporating demand, capacity and fuel prices in several ways, while calculating closed-form forward prices throughout.
lactic
发表于 2025-3-23 08:14:04
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