Quantitative Energy Finance
Editor
- Fred Espen Benth(University of Oslo, Department of Mathematics)Almut E. D. Veraart(Imperial College London, Department of Mathematics)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-031-50597-3
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Book Chapters
The following chapters of this book are listed in IDEAS- Olivier Féron & Pierre Gruet, 2024. "Estimation of the Number of Factors in a Multi-Factorial Heath-Jarrow-Morton Model in Power Markets," Springer Books, in: Fred Espen Benth & Almut E. D. Veraart (ed.), Quantitative Energy Finance, pages 3-39, Springer.
- Riccardo Brignone & Luca Gonzato & Carlo Sgarra, 2024. "Hawkes Processes in Energy Markets: Modelling, Estimation and Derivatives Pricing," Springer Books, in: Fred Espen Benth & Almut E. D. Veraart (ed.), Quantitative Energy Finance, pages 41-72, Springer.
- Almut E. D. Veraart, 2024. "Periodic Trawl Processes: Simulation, Statistical Inference and Applications in Energy Markets," Springer Books, in: Fred Espen Benth & Almut E. D. Veraart (ed.), Quantitative Energy Finance, pages 73-132, Springer.
- Christoph Halser & Florentina Paraschiv, 2024. "Fuelling the Energy Transition: The Effect of German Wind and PV Electricity Infeed on TTF Gas Prices," Springer Books, in: Fred Espen Benth & Almut E. D. Veraart (ed.), Quantitative Energy Finance, pages 135-179, Springer.
- Alicia Bassière & Roxana Dumitrescu & Peter Tankov, 2024. "A Mean-Field Game Model of Electricity Market Dynamics," Springer Books, in: Fred Espen Benth & Almut E. D. Veraart (ed.), Quantitative Energy Finance, pages 181-219, Springer.
- Fred Espen Benth, 2024. "PPA Investments of Minimal Variability," Springer Books, in: Fred Espen Benth & Almut E. D. Veraart (ed.), Quantitative Energy Finance, pages 221-244, Springer.
- Alexander Blasberg & Rüdiger Kiesel, 2024. "Climate Risk in Structural Credit Models," Springer Books, in: Fred Espen Benth & Almut E. D. Veraart (ed.), Quantitative Energy Finance, pages 247-267, Springer.
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