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Publications by W.J. Hinderks
A Structural Heath–Jarrow–Morton Framework for Consistent Intraday Spot and Futures Electricity Prices
Quantitative Finance
Economics
Econometrics
Finance
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Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach
Journal of Financial Econometrics
Economics
Econometrics
Finance
The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques
Computational Approaches to Economic Problems
McMc Calibration of Spot‐prices Models in Electricity Markets
Applied Stochastic Models in Business and Industry
Management
Business
Simulation
Management Science
Modeling
Accounting
Operations Research
The Relationship Between Spot and Forward Prices in Electricity Markets
Forecasting Spot Electricity Market Prices Using Time Series Models
Forecasting Electricity Spot Market Prices With a K-Factor GIGARCH Process
Applied Energy
Building
Management
Monitoring
Mechanical Engineering
Energy Engineering
Civil
Energy
Nuclear Energy
Fuel Technology
Structural Engineering
Engineering
Construction
Policy
Power Technology
Law
Analysis of the Relationship Between Ethanol Spot and Futures Prices in Brazil
International Journal of Financial Studies
Finance
Electricity Pool Prices: Long-Term Uncertainty Characterization for Futures-Market Trading and Risk Management
SSRN Electronic Journal
A Thermodynamically Consistent Phase Field Framework for Anisotropic Structural Damage