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}, }