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- W4287250067 abstract "This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their ability to represent the random behavior of prices and some of their characteristics. In particular, this classification helps users to choose among the most suitable models for their risk management problems." @default.
- W4287250067 created "2022-07-25" @default.
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- W4287250067 date "2021-03-31" @default.
- W4287250067 modified "2023-09-24" @default.
- W4287250067 title "A survey of electricity spot and futures price models for risk management applications" @default.
- W4287250067 doi "https://doi.org/10.48550/arxiv.2103.16918" @default.
- W4287250067 hasPublicationYear "2021" @default.
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