- Stochastic Spot Price Multi-Period Model and Option Valuation for Electrical Markets

Commodities ◽  
2015 ◽  
pp. 606-619
Keyword(s):  
Spot Price ◽  
Option Valuation ◽  
Period Model

Stochastic spot price multi-period model and option valuation for electrical markets

2013 ◽  
Vol 13 (4) ◽  
pp. 483-492
Author(s):  
EIVIND HELLAND ◽  
TIMUR AKA ◽  
ERIC WINNINGTON
Keyword(s):  
Spot Price ◽  
Option Valuation ◽  
Period Model

A Critical Empirical Study of Three Electricity Spot Price Models

2011 ◽  
Author(s):  
Fred Espen Benth ◽  
Ruediger Kiesel ◽  
Anna Nazarova
Keyword(s):  
Empirical Study ◽  
Spot Price ◽  
Electricity Spot Price
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