標(biāo)題: Titlebook: Quantitative Energy Finance; Modeling, Pricing, a Fred Espen Benth,Valery A. Kholodnyi,Peter Laurenc Book 2014 Springer Science+Business Me [打印本頁] 作者: onychomycosis 時(shí)間: 2025-3-21 17:36
書目名稱Quantitative Energy Finance影響因子(影響力)
書目名稱Quantitative Energy Finance影響因子(影響力)學(xué)科排名
書目名稱Quantitative Energy Finance網(wǎng)絡(luò)公開度
書目名稱Quantitative Energy Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Quantitative Energy Finance被引頻次
書目名稱Quantitative Energy Finance被引頻次學(xué)科排名
書目名稱Quantitative Energy Finance年度引用
書目名稱Quantitative Energy Finance年度引用學(xué)科排名
書目名稱Quantitative Energy Finance讀者反饋
書目名稱Quantitative Energy Finance讀者反饋學(xué)科排名
作者: sebaceous-gland 時(shí)間: 2025-3-21 23:34
Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processeslation structure of electricity day-ahead prices in the EEX market. The flexible structure of . processes is able to reproduce the stylized facts of such data rather well. Furthermore, these processes can be used to model negative prices in electricity markets which started to occur recently and cannot be described by many classical models.作者: 鞭子 時(shí)間: 2025-3-22 02:45
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premiayse the behaviour of the ex-post electricity forward risk premia in Germany, France and Spain, and in particular we find a positive correlation between ex-post electricity risk premia in these three countries as well as between risk premia for electricity and natural gas futures prices.作者: 別名 時(shí)間: 2025-3-22 06:56 作者: Jogging 時(shí)間: 2025-3-22 10:25
Electricity Options and Additional Informationof the premia. Here, we examine how the presence of an information premium alters the prices of options on forwards. Also, we apply the technique of enlargement of filtrations to show how to calculate the premium specifically for certain types of information and delivery periods. Furthermore, we illustrate the results in various stylised examples.作者: Fibroid 時(shí)間: 2025-3-22 14:14
Mathematics of Swing Options: A Surveynd . methods. Martingale methods build on purely probabilistic properties of the models whereas Markovian methods draw on the interplay between stochastic control and partial differential equations. We also review other techniques available in the literature.作者: CUMB 時(shí)間: 2025-3-22 21:03 作者: Phonophobia 時(shí)間: 2025-3-22 21:22 作者: 憤世嫉俗者 時(shí)間: 2025-3-23 02:57
A Survey of Commodity Markets and Structural Models for Electricity Pricests merits over traditional . models. Building on several recent articles, we advocate a broad and flexible structural framework for spot prices, incorporating demand, capacity and fuel prices in several ways, while calculating closed-form forward prices throughout.作者: lactic 時(shí)間: 2025-3-23 08:14 作者: 易受刺激 時(shí)間: 2025-3-23 11:32 作者: Extort 時(shí)間: 2025-3-23 17:10
A Survey of Commodity Markets and Structural Models for Electricity Prices and forward price models. We devote special attention to the most idiosyncratic of all: electricity markets. Following a discussion of traded instruments, market features, historical perspectives, recent developments and various modelling approaches, we focus on the important role of other energy p作者: 罐里有戒指 時(shí)間: 2025-3-23 21:56 作者: 笨拙的我 時(shí)間: 2025-3-24 00:06 作者: Obvious 時(shí)間: 2025-3-24 03:16
Inference for Markov Regime-Switching Models of Electricity Spot Pricesicity markets. This popularity stems from the models’ relative parsimony and the ability to capture the stylized facts, in particular the mean-reverting character of electricity spot prices, the regime changes implied by fundamentals, and the resulting extreme price spikes. Due to the unobservable s作者: 截?cái)?nbsp; 時(shí)間: 2025-3-24 08:39
Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processesricity delivered over certain time windows on the next day and are determined in a daily auction. Since there are several delivery periods per day, we use a multivariate model to describe the different day-ahead prices for the different delivery periods on the next day. We extend the work by [4] on 作者: Neutropenia 時(shí)間: 2025-3-24 10:41
Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward t, and physical assets valuation. In this paper we present and further develop the non-Markovian approach to modelling power spot prices with spikes proposed earlier by the author. In contrast to other approaches, we model power spot prices with spikes as a non-Markovian stochastic process that allo作者: Antioxidant 時(shí)間: 2025-3-24 16:16 作者: 龍蝦 時(shí)間: 2025-3-24 20:01 作者: 時(shí)間等 時(shí)間: 2025-3-25 02:39 作者: 泰然自若 時(shí)間: 2025-3-25 06:10 作者: MERIT 時(shí)間: 2025-3-25 11:15 作者: PLE 時(shí)間: 2025-3-25 15:18 作者: 松軟 時(shí)間: 2025-3-25 16:05 作者: Ganglion 時(shí)間: 2025-3-25 20:12 作者: Biguanides 時(shí)間: 2025-3-26 01:46 作者: 調(diào)情 時(shí)間: 2025-3-26 06:09
als ger?teter, überw?rmter und schmerzhafter Strang (Abb. 11.1). Meist tritt diese Venenentzündung im Bereich des Ober- oder Unterschenkels auf. Prinzipiell kann sich aber jede oberfl?chliche Vene des K?rpers entzünden. Oft findet sich zus?tzlich zu den Entzündungszeichen noch ein ?rtlich begrenzte作者: Oversee 時(shí)間: 2025-3-26 10:53 作者: NIL 時(shí)間: 2025-3-26 15:53 作者: Default 時(shí)間: 2025-3-26 17:23 作者: 沒有準(zhǔn)備 時(shí)間: 2025-3-26 21:27
René A?denes, unabh?ngig sein, anders sein. Kuscheln mit Papa wird peinlich und Mama muss den . abgeben. Die elterliche Autorit?t scheint in den Hintergrund zu rücken, jegliche Mitarbeit in der Familiengemeinschaft wird verweigert und gemeinsam verbrachte Familienzeit wird uninteressant, da sich die neuen O作者: 心神不寧 時(shí)間: 2025-3-27 01:29 作者: 有常識(shí) 時(shí)間: 2025-3-27 07:06
Joanna Janczura,Rafa? Weron Augenmerk legt das leicht verst?ndliche Buch auf das frühzeitige Erkennen der sich abzeichnenden Krise, sowie die Krisenpr?vention. Gerade die Pr?vention, soviel sei an dieser Stelle bereits verraten, beginnt immer bei Ihnen selbst. Seien Sie daher neugierig und bereit, Neues über sich zu erfahren 作者: 鈍劍 時(shí)間: 2025-3-27 11:44
Fred E. Benth,Richard Biegler-K?nig,Rüdiger Kieseln sich Gerinnsel in der betroffenen Vene. Eine akute oberfl?chliche Venenentzündung kann als Komplikation bei Krampfaderpatienten auftreten, aber auch spontan, ohne erkennbare ?u?ere Ursache. Daneben kann sie durch eine Reizung der Venenwand, z. B. durch Kanülen, Venenkatheter oder Injektion von Inf作者: 監(jiān)禁 時(shí)間: 2025-3-27 13:43 作者: 錯(cuò)事 時(shí)間: 2025-3-27 19:40
http://image.papertrans.cn/q/image/780835.jpg作者: JECT 時(shí)間: 2025-3-28 01:38
https://doi.org/10.1007/978-1-4614-7248-3Energy Finance; Energy Markets; Financial Engineering; Financial Mathematics; Quantitative Finance; Risk 作者: Keratectomy 時(shí)間: 2025-3-28 02:38
Fred Espen Benth,Valery A. Kholodnyi,Peter LaurencFirst comprehensive collection of current research in the new emerging field of quantitative energy finance.Offers a sophisticated theoretical approach to problems of interest in energy risk managemen作者: 不近人情 時(shí)間: 2025-3-28 08:17 作者: 蠟燭 時(shí)間: 2025-3-28 12:33
Constrained Density Estimationcribing the first moment—the mean of the distribution—is a requirement for the density estimation associated to martingales. The problem is addressed through the introduction of a family of maps that transform the unknown density into an isotropic Gaussian while adjusting the prescribed moments of the estimated density.作者: Ejaculate 時(shí)間: 2025-3-28 15:02 作者: 愛得痛了 時(shí)間: 2025-3-28 20:38
Fundamentals and Practical Aspects of “Living” Radical Polymerizationymerization. Thus, although complete suppression of termination is not possible, preparation of controlled polymers with relatively low molecular weights has been successful. In this article fundamentals and some practical synthetic aspects of controlled radical polymerization will be discussed.作者: Conduit 時(shí)間: 2025-3-29 00:53
Ongoing Research in Workflow and Process Automation,performance, and many others. In this chapter we present the most influential research projects, both from academia and industry, aimed at providing the workflow applications with the required support.作者: VERT 時(shí)間: 2025-3-29 04:36 作者: Curmudgeon 時(shí)間: 2025-3-29 07:39 作者: tattle 時(shí)間: 2025-3-29 14:52
Storage Lesion: Evolving Concepts and Controversiesetter outcomes when fresher blood is transfused. However, recent randomized controlled trials suggest no significant differences between transfusion of fresh blood and the current standard of practice. However, these studies did not test whether transfusion of the oldest RBCs (i.e., between 35 and 4作者: 無情 時(shí)間: 2025-3-29 16:16 作者: MODE 時(shí)間: 2025-3-29 22:11 作者: opinionated 時(shí)間: 2025-3-30 02:36
G. A. Buchheister,Georg Ottersbachführten ?freien Welt“, als es im chinesischen Bürgerkrieg unterlegen und nach Taiwan geflohen war. Seitdem die ?u?ere Legitimit?t des KMT-Regimes auf Taiwan durch den Verlust des Alleinvertretungsanspruchs Chinas in der UNO in den 70er-Jahren herausgefordert wurde, richtete es sich daher auf die Ver作者: 轉(zhuǎn)向 時(shí)間: 2025-3-30 04:10
Moderne Methoden und Ergebnisse der Verhaltensforschung bei Tieren. Orientierung der Bienen: Neue Er200. Sitzung am 6. O
