Browsing Tesi di laurea (dall'anno accademico 2011/2012) by Author "Gamba, Anthony <1993>"

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Browsing Tesi di laurea (dall'anno accademico 2011/2012) by Author "Gamba, Anthony <1993>"

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  • Modelling electricity price and determination of the futures price. 
    Gamba, Anthony <1993> (Università Ca' Foscari Venezia, 2020-03-02)
    We discuss the characteristics of the electricity and its price in order to find suitable models for the specification of the fair futures price. The non-storability feature makes this commodity different from the others ...