"Electricity forward curves with thin granularity: Theory and empirical ..."

Ruggero Caldana, Gianluca Fusai, Andrea Roncoroni (2017)

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DOI: 10.1016/J.EJOR.2017.02.016

access: closed

type: Journal Article

metadata version: 2024-05-07

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Ruggero Caldana, Gianluca Fusai, Andrea Roncoroni:
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. Eur. J. Oper. Res. 261(2): 715-734 (2017)

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