Stochastic modeling of wind derivatives with application to the Alberta energy market
Year of publication: |
2024
|
---|---|
Authors: | Warunasinghe, Sudeesha ; Sviščuk, Anatolij |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 2, Art.-No. 18, p. 1-26
|
Subject: | energy markets | normal inverse Gaussian process | quanto options | stochastic modeling for wind energy | variance gamma process | wind derivatives | Stochastischer Prozess | Stochastic process | Windenergie | Wind energy | Energiemarkt | Energy market | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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