Electricity Prices and Power Derivatives: Evidence from the Nordic Power ExchangeJulio J. Lucia, Eduardo S. Schwartz2002-01-01articleReview of Derivatives Research965 citationsgreenNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsElectric Power System OptimizationEnergy Load and Power ForecastingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 965 citations exist upstream.References1979Martingales and arbitrage in multiperiod securities markets1976The valuation of options for alternative stochastic processes1990Pricing Interest-Rate-Derivative Securities1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2000Short-Term Variations and Long-Term Dynamics in Commodity PricesCited by2005Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality2012Renewable energy investments under different support schemes: A real options approach2006Understanding the Fine Structure of Electricity Prices*2003Regime jumps in electricity prices2002A DIFFUSION MODEL FOR ELECTRICITY PRICES2004Modeling electricity prices: jump diffusion and regime switching2007A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing2004A spot market model for pricing derivatives in electricity markets