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Bewertung Von Termingeschaften Auf Elektrizitat (German, Paperback, 2009 ed.): Jens Muller-Merbach Bewertung Von Termingeschaften Auf Elektrizitat (German, Paperback, 2009 ed.)
Jens Muller-Merbach
R2,033 Discovery Miles 20 330
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Jens Muller-Merbach untersucht die statistischen Eigenschaften von Stromterminpreisen und entwickelt ein dynamisches Gleichgewichtsmodell, aus dem sich endogen eine Strom-Terminstrukturkurve ergibt. Er zeigt, dass Stromterminpreise in Abhangigkeit der Umweltbedingungen positive oder negative Risikopramien auf den erwarteten Spotpreis enthalten konnen."

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