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Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework

dc.date.accessioned2020-04-27T18:47:33Z
dc.date.available2020-04-27T18:47:33Z
dc.date.created2019-06-06T16:37:24Z
dc.date.issued2019
dc.identifier.citationBenth, Fred Espen Piccirilli, Marco Vargiolu, Tiziano . Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework. Mathematics and Financial Economics. 2019, 1-35
dc.identifier.urihttp://hdl.handle.net/10852/74882
dc.languageEN
dc.titleMean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
dc.typeJournal article
dc.creator.authorBenth, Fred Espen
dc.creator.authorPiccirilli, Marco
dc.creator.authorVargiolu, Tiziano
cristin.unitcode185,15,13,35
cristin.unitnameStokastisk analyse, finans, forsikring og risiko
cristin.ispublishedtrue
cristin.qualitycode1
dc.identifier.cristin1703266
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Mathematics and Financial Economics&rft.volume=&rft.spage=1&rft.date=2019
dc.identifier.jtitleMathematics and Financial Economics
dc.identifier.volume13
dc.identifier.issue4
dc.identifier.startpage543
dc.identifier.endpage577
dc.identifier.doihttps://doi.org/10.1007/s11579-019-00237-x
dc.identifier.urnURN:NBN:no-78067
dc.type.documentTidsskriftartikkel
dc.type.peerreviewedPeer reviewed
dc.source.issn1862-9679
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/74882/1/HJMenergyforwards_review_final.pdf
dc.type.versionAcceptedVersion


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