Joint Modelling of Gas and Electricity spot prices

  • Frikha N
  • Lemaire V
  • 1

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Author-supplied keywords

  • electricity markets
  • equation
  • ergodic di ff usion
  • saddlepoint
  • spot price modelling
  • stochastic di ff erential

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Authors

  • N Frikha

  • V Lemaire

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