Futures pricing in electricity markets based on stable CARMA spot models
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Cited by:
- Almut E. D. Veraart & Luitgard A. M. Veraart, 2013. "Risk premia in energy markets," CREATES Research Papers 2013-02, Department of Economics and Business Economics, Aarhus University.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2012-01-18 (Econometrics)
- NEP-ENE-2012-01-18 (Energy Economics)
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