Work

A survey of electricity spot and futures price models for risk management applications

Year: 2021

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2021.105504

Authors: Thomas Deschatre, Olivier Féron, Pierre Gruet

Institutions: Laboratoire de Finance des Marchés de l'Énergie, EDF Lab Paris-Saclay (France)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: green

OpenAlex ID: W3140815880

FWCI: 3.522

Cites: 182

Cited by: 34

Related to: 10