Basics of electricity derivative pricing in competitive markets

By Iivo Vehviläinen. 2002

51 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/fd107f8a8e8bf9f57cea06c810bc36d2d531fe8c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Electrical and Electronic Engineering

1. Tuomas Pyykkönen
2. Iivo Vehviläinen
3. Rafal Weron

In Finance

1. Tuomas Pyykkönen
2. Iivo Vehviläinen

Citations in the corpus

• Stochastic factor model for electricity spot price - the case of the Nordic market (2005, background): “Vehviläinen (2002) for other considerations on electricity derivatives pricing.”