Price Dynamics in Electricity Markets
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- Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius, 2015. "Stress-testing for portfolios of commodity futures," Economic Modelling, Elsevier, vol. 50(C), pages 9-18.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-05 (All new papers)
- NEP-ENE-2013-10-05 (Energy Economics)
- NEP-REG-2013-10-05 (Regulation)
- NEP-RMG-2013-10-05 (Risk Management)
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