Managing electricity market price risk
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- Boyle, Phelim & Broadie, Mark & Glasserman, Paul, 1997. "Monte Carlo methods for security pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1267-1321, June.
- Keppo, Jussi & Rasanen, Mika, 1999. "Pricing of electricity tariffs in competitive markets," Energy Economics, Elsevier, vol. 21(3), pages 213-223, June.
- Keppo, Jussi & Peura, Samu, 1999. "Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs," Computational Economics, Springer;Society for Computational Economics, vol. 13(2), pages 117-145, April.
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