![]() | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.
Article
Benth, Fred Espen, Lange, Nina and Myklebust, Tor Åge (2015) Pricing and hedging quanto options in energy markets. Journal of Energy Markets, 8 (1). pp. 1-35. ISSN 1756-3607
Coulon, Michael and Howison, Sam (2009) Stochastic behaviour of the electricity bid stack: from fundamental drivers to power price. Journal of Energy Markets, 2 (1). pp. 29-69. ISSN 1756-3607