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Preprint 20051


The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets

Authors: Annika Kemper, Maren Diane Schmeck, Anna Balci Projects: C5
Published: Energy Economics 113, no. 106221 (2022)
Submission Date: 14.05.2020 Submitter: Giorgio Ferrari
Download: PDF
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