A pricing measure to explain the risk premium in power markets
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- Fred Espen Benth & Salvador Ortiz-Latorre, 2014. "A change of measure preserving the affine structure in the BNS model for commodity markets," Papers 1403.5236, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2013-08-23 (Energy Economics)
- NEP-UPT-2013-08-23 (Utility Models and Prospect Theory)
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