Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market

Ruggero Caldana, Gianluca Fusai, Andrea Roncoroni. Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. European Journal of Operational Research, 261(2):715-734, 2017. [doi]

@article{CaldanaFR17,
  title = {Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market},
  author = {Ruggero Caldana and Gianluca Fusai and Andrea Roncoroni},
  year = {2017},
  doi = {10.1016/j.ejor.2017.02.016},
  url = {https://doi.org/10.1016/j.ejor.2017.02.016},
  researchr = {https://researchr.org/publication/CaldanaFR17},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {261},
  number = {2},
  pages = {715-734},
}