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21 - Prosumer Behavior: Decision Making with Bounded Horizon
- from Part VI - Game Theory
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- Book:
- Advanced Data Analytics for Power Systems
- Published online:
- 22 March 2021
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- 08 April 2021, pp 524-544
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Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets
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- Journal:
- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 22 February 2016, pp. 545-571
- Print publication:
- June 2013
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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets
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- Journal:
- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 22 February 2016, pp. 572-594
- Print publication:
- June 2013
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Bundling Commodities and Attached Services with Nonlinear Pricing
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- Journal:
- Recherches Économiques de Louvain/ Louvain Economic Review / Volume 78 / Issue 2 / June 2012
- Published online by Cambridge University Press:
- 09 January 2015, pp. 25-52
- Print publication:
- June 2012
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Modelling and Numerical Valuation of Power Derivatives in Energy Markets
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- Journal:
- Advances in Applied Mathematics and Mechanics / Volume 4 / Issue 3 / June 2012
- Published online by Cambridge University Press:
- 03 June 2015, pp. 259-293
- Print publication:
- June 2012
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