Author/Creator: Pircalabu, Anca - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Pircalabu, Anca

1. A mixed C-vine copula model for hedging price and volumetric risk in wind power trading. Issue 10 (3rd October 2017)

Authors:: Pircalabu, Anca; Jung, Jesper
Journal:: Quantitative finance
Issue:: Volume 17:Issue 10(2017)
Page Start:: 1583
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures. Issue 1 (2nd January 2018)

Authors:: Benth, Fred Espen; Pircalabu, Anca
Journal:: Applied mathematical finance
Issue:: Volume 25:Issue 1(2018)
Page Start:: 36
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗