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Identifying Risk Factors and Their Premia: A Study on Electricity Prices. (2020). Wei, Wei ; Lunde, Asger.
In: Monash Econometrics and Business Statistics Working Papers.
RePEc:msh:ebswps:2020-10.

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  1. A survey of electricity spot and futures price models for risk management applications. (2021). Deschatre, Thomas ; Gruet, Pierre ; Feron, Olivier.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003881.

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  2. A survey of electricity spot and futures price models for risk management applications. (2021). Deschatre, Thomas ; Gruet, Pierre.
    In: Papers.
    RePEc:arx:papers:2103.16918.

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References

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