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Speculative Trading of Electricity Contracts in Interconnected Locations · Study

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ArticleSpeculative Trading of Electricity Contracts in Interconnected Locations

Álvaro Cartea2016

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Articlegreen2016

Speculative Trading of Electricity Contracts in Interconnected Locations

Álvaro Cartea · Sebastian Jaimungal A · Zhen Qin

16 citations·0/0 files stored·Energy Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

2001Robust Control and Model Uncertainty 2003Model Misspecification and Underdiversification 2005Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 2008STochastic Modeling of Electricity and Related Markets 2007Robustness 2007A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing 2016Algorithmic and High Frequency Trading 2012Ambiguity in asset pricing and portfolio choice: a review of the literature

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Year2016

Typearticle

Published2016-01-01

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations16

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.eneco.2018.11.019

openalex_workW3123300753

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