Pricing German Energiewende products: Intraday cap/floor futures
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DOI: 10.1016/j.eneco.2019.04.005
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Cited by:
- Pereira, Diogo Santos & Marques, António Cardoso, 2020. "How should price-responsive electricity tariffs evolve? An analysis of the German net demand case," Utilities Policy, Elsevier, vol. 66(C).
- Fred Espen Benth, 2021. "Pricing of Commodity and Energy Derivatives for Polynomial Processes," Mathematics, MDPI, vol. 9(2), pages 1-30, January.
- Yuji Yamada & Takuji Matsumoto, 2021. "Going for Derivatives or Forwards? Minimizing Cashflow Fluctuations of Electricity Transactions on Power Markets," Energies, MDPI, vol. 14(21), pages 1-28, November.
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More about this item
Keywords
Intraday cap/floor futures; ID3 price index; German intraday market; Energiewende products; Hull-White model; Factor model;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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