Jumps and jolts: A continuous-time model for electricity future contract pricing
Pedro Gavronski; Alan De Genaro
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Journal of Commodity Markets
- Research area
- Energy & infrastructure
- Source type
- Journal article
- DOI
- 10.1016/j.jcomm.2025.100535
The original publisher provides the full text and its access options.
Cite this source
Pedro Gavronski; Alan De Genaro. Jumps and jolts: A continuous-time model for electricity future contract pricing. Journal of Commodity Markets. 2026-03. https://doi.org/10.1016/j.jcomm.2025.100535