Electricity Derivatives Pricing with Forward-Looking Information
Roland Füss (),
Steffen Mahringer () and
Marcel Prokopczuk ()
No 1317, Working Papers on Finance from University of St. Gallen, School of Finance
Keywords: Electricity Futures; Fundamental Model; Derivatives Pricing; Forward-looking Information; Enlargement of Filtrations (search for similar items in EconPapers)
JEL-codes: G12 G13 Q4 Q41 (search for similar items in EconPapers)
Pages: 64 pages
New Economics Papers: this item is included in nep-ene and nep-reg
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Journal Article: Electricity derivatives pricing with forward-looking information (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:usg:sfwpfi:2013:17
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