A review of optimal investment rules in electricity generation
A Survey of Commodity Markets and Structural Models for Electricity Prices
Fourier based valuation methods in mathematical finance
Mathematics of Swing Options: A Survey
Inference for Markov-regime switching models of electricity spot prices
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes
Modelling Power Forward Prices
An analysis of the main determinants of electricity forward prices and forward risk premia
A Dynamic Lévy Copula Model for the Spark Spread
Constrained density estimation
Electricity Options and Additional Information.