SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Model Risk and Power Plant Valuation · Study

ArticleShelves

ArticleModel Risk and Power Plant Valuation

Karl Friedrich Bannör2013

OA

Articlegreen2013

Model Risk and Power Plant Valuation

Karl Friedrich Bannör · Rüdiger Kiesel · Anna Anatolievna Nazarova · Matthias A. Scherer

16 citations·0/0 files stored·Energy Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Capital Investment and Risk Analysis Stochastic processes and financial applications Financial Reporting and Valuation Research

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 16 citations exist upstream.

References

1921Risk, Uncertainty and Profit 1999Coherent Measures of Risk 2005Quantitative Risk Management: Concepts, Techniques, and Tools 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics 2002On the coherence of expected shortfall 2002Convex measures of risk and trading constraints 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange 1995Pricing and hedging derivative securities in markets with uncertain volatilities

Cited by

2016Speculative Trading of Electricity Contracts in Interconnected Locations

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Capturing parameter risk with convex risk measuresarticle · 10 shared references 2021A survey of electricity spot and futures price models for risk management applicationsarticle · 9 shared references 2018A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC methodarticle · 8 shared references 2011A Critical Empirical Study of Three Electricity Spot Price Modelsarticle · 7 shared references 2014Modelling Electricity Futures by Ambit Fieldsarticle · 7 shared references 2018Mean-reverting no-arbitrage additive models for forward curves in energy marketsarticle · 7 shared references

Details

Year2013

Typearticle

Published2013-01-01

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations16

Files0 public / 0

ShelfCapital Investment and Risk Analysis

Identifiers

doi10.1016/j.eneco.2016.08.004

openalex_workW2508774690

Links

Imported from OpenAlex (CC0) — nothing here is generated.