Jumps and Jolts: A Continuous-Time Model for Electricity Forward Contract Pricing
Pedro Gerhradt Gavronski; Alan Genaro
- Published
- Publisher
- Elsevier BV
- Research area
- Energy & infrastructure
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.5365084
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Pedro Gerhradt Gavronski; Alan Genaro. Jumps and Jolts: A Continuous-Time Model for Electricity Forward Contract Pricing. Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5365084