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A Class of Marked Point Processes for Modelling Electricity Prices. (2003). Roncoroni, Andrea ; Geman, Helyette.
In: ESSEC Working Papers.
RePEc:ebg:essewp:dr-03004.

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  1. Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts. (2021). Trespalacios, Alfredo ; Perote, Javier ; Cortés, Lina ; Cortes, Lina M.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:11:p:3345-:d:570264.

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  2. Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo.
    In: Energy Policy.
    RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

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  3. Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts. (2020). Trespalacios, Alfredo ; Perote, Javier ; Cortes, Lina M.
    In: Documentos de Trabajo CIEF.
    RePEc:col:000122:018186.

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  4. Modeling the electricity spot price with switching regime semi-nonparametric distributions. (2019). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Trespalacios, Alfredo.
    In: Documentos de Trabajo CIEF.
    RePEc:col:000122:017618.

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  5. Uncertainty in Electricity Markets from a seminonparametric Approach. (2019). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo.
    In: Documentos de Trabajo CIEF.
    RePEc:col:000122:017304.

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  6. Analysis of the financial margins required to hedge risks in electric power futures markets. (2017). Pantoja-Robayo, Javier ; Carrasquilla, Alfredo Trespalacios ; Angarita, Kelly Maradey .
    In: REVISTA ECOS DE ECONOMÍA.
    RePEc:col:000442:016193.

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  7. Electricity futures price models: Calibration and forecasting. (2015). Islyaev, Suren ; Date, Paresh .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:247:y:2015:i:1:p:144-154.

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  8. Estimación del precio marginal del sistema eléctrico colombiano: una mirada desde la organización industrial. (2014). García, John ; Garcia, John J. ; Venslauskas, Ona Duarte .
    In: DOCUMENTOS DE TRABAJO CIEF.
    RePEc:col:000122:012582.

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  9. Evaluación de los márgenes requeridos en un mercado de derivados de energía eléctrica. (2013). Trespalacios, Alfredo ; Pantoja, Javier ; Carrasquilla, Alfredo Trespalacios ; Angarita, Kelly Maradey ; Javier Orlando Pantoja Robayo, .
    In: DOCUMENTOS DE TRABAJO CIEF.
    RePEc:col:000122:011996.

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  10. A new index for electricity spot markets. (2010). Fattore, Marco ; Stefani, Silvana ; Falbo, Paolo.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:6:p:2739-2750.

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  11. Market price of risk implied by Asian-style electricity options. (2005). Weron, Rafał.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502003.

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References

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