{"as_of":"2026-08-16T16:24:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:a7583054a37544e129aad763856edf8ac399c42648fe7302d8661d539d00acda","coverage":[{"denominator":50,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":50,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T11:33:14.140632Z","state":"measured"},{"denominator":50,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":50,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-16T06:30:59.297886+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/1908.08954/citation-record","integrity":"/paper/1908.08954/integrity","json":"/paper/1908.08954/citation-record.json","paper":"/paper/1908.08954"},"outbound":[{"citation":{"cited_paper":{"arxiv_id":"1605.07419","last_updated":"2019-07-22T12:11:19Z","snapshot_observed_at":"2026-08-14T21:55:59.905826Z","submitted_at":"2016-05-24T12:37:59Z","title":"Linear Credit Risk Models","version":4},"cited_work":{"arxiv_id":"1605.07419","doi":null,"metadata_source":"pith","pith_arxiv_id":"1605.07419","snapshot_observed_at":"2026-08-14T11:33:14.211927Z","title":"Linear Credit Risk Models","venue":"q-fin.MF","work_id":"1273272c-9899-4e53-ba24-71e6979d73d4","year":2016},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":1,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.918998Z"},"links":{"cited_paper":"/paper/1605.07419","citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:ccd38c70f357f62c0b0ac7177d181d3b070a82a944f820a543f1a7fe1e842769","observation_id":"184c160e-a383-4ead-bb14-4738c827309d","resolution":{"observed_at":"2026-08-14T11:33:14.217225Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1711.09193","last_updated":"2019-05-20T09:13:09Z","snapshot_observed_at":"2026-08-14T20:10:18.116210Z","submitted_at":"2017-11-25T05:30:43Z","title":"Option Pricing with Orthogonal Polynomial Expansions","version":4},"cited_work":{"arxiv_id":"1711.09193","doi":null,"metadata_source":"pith","pith_arxiv_id":"1711.09193","snapshot_observed_at":"2026-08-14T11:33:14.194370Z","title":"Option Pricing with Orthogonal Polynomial Expansions","venue":"q-fin.MF","work_id":"f7f14c8e-5c04-4447-8413-00911647d071","year":2017},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":2,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.925223Z"},"links":{"cited_paper":"/paper/1711.09193","citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:8eaca3f7871ce1e7c73a11078a53cd56d0aa6b1c7df1a06fe162c3d676ca76e2","observation_id":"05a08282-d59a-4acd-bfe3-09e9d2953047","resolution":{"observed_at":"2026-08-14T11:33:14.199558Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.766184Z","title":"The jacobi stochastic volatility model","venue":null,"work_id":"8006731f-fac0-45b7-a63f-924db41d06d0","year":2018},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":3,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.930579Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:ddd177b34e395efb61b2b3de6ba49cbb2be748f8e0897486375d4b36a3742a2d","observation_id":"a0ce209e-1d12-44fd-ac35-fddcd23cb785","resolution":{"observed_at":"2026-08-14T11:33:14.770454Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.753920Z","title":"J ump-diffusion calibration using D ifferential E volution","venue":null,"work_id":"21389e1b-8390-4c73-bbc1-7b64ec0af7b5","year":2011},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":4,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.936084Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:1c1eb305c70346ea08e9e98f3243ccb43dea81c84e1810f1b019e0899d5c0047","observation_id":"43d04f61-d879-4659-813f-7ac768a8a143","resolution":{"observed_at":"2026-08-14T11:33:14.758693Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.742418Z","title":"Mullen, and Brian G","venue":null,"work_id":"ba19beb6-09b9-49ee-bbdc-9490930f8218","year":2011},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":5,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.940113Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:06c43c000463477c8d989b512a3c2f5e3c7b93275db0f679c33a0d086fbaf545","observation_id":"d1a67833-0c18-4738-b338-103954a357d9","resolution":{"observed_at":"2026-08-14T11:33:14.746694Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.731082Z","title":"Mullen, Brian G","venue":null,"work_id":"62974e37-e73e-4f43-b50b-9e2e7454c762","year":2016},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":6,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.944801Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:907368bc9c676d6deff4da52f9d632c41e61be28cd4ca67a9be017c140079704","observation_id":"d7572c3e-326b-4588-aa18-e896887f186e","resolution":{"observed_at":"2026-08-14T11:33:14.735365Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.719913Z","title":"The information premium for non-storable commodities","venue":null,"work_id":"f7af7c82-487c-4f54-8208-77168a7cfd20","year":2009},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":7,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.950186Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:8704314678b41616ae53a276fbe20a430313e2f077b14f4ae4afb6c369d06840","observation_id":"adc82504-7e06-49f2-aac4-82a8054183e7","resolution":{"observed_at":"2026-08-14T11:33:14.724181Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.707889Z","title":"A pricing measure to explain the risk premium in power markets","venue":null,"work_id":"00c509b0-5eab-4f69-bf93-4044ac71819b","year":2014},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":8,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.954500Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:32c959d57c64478c0fc65ed6d7e9c0affc1e87763c991cb7f08bc640e7e0d057","observation_id":"cb05da43-27d6-4230-bc72-efbfc2ce8cb5","resolution":{"observed_at":"2026-08-14T11:33:14.712167Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.696354Z","title":"A non-gaussian ornstein--uhlenbeck process for electricity spot price modeling and derivatives pricing","venue":null,"work_id":"84f8ac92-17c2-402b-a2c4-2ca559a145cc","year":2007},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":9,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.958791Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:60b25ac88c201b565b58840f82765f95b282c0cd0c444f826d2d12a9c1285eb4","observation_id":"493c2cdc-2e50-4886-bfca-81eee10db17c","resolution":{"observed_at":"2026-08-14T11:33:14.700636Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.684758Z","title":"Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation","venue":null,"work_id":"3d0377d2-d5f0-4fa2-b6cb-15308df6e183","year":2007},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":10,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.962931Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:09b7f7f1aa81d9c2da56ba98abe40c7b307bb89a2388825d12a4d8d61c7a7d7e","observation_id":"466cac10-2658-412e-b1d1-6c5227a4eff6","resolution":{"observed_at":"2026-08-14T11:33:14.689379Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.672993Z","title":"Stochastic modelling of electricity and related markets, volume 11","venue":null,"work_id":"6937346d-f990-4bcd-9993-065184cb90cf","year":2008},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":11,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.966952Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:8284a5de9dd6903710b97d0fff58be80f3ce1792cfa3f2a579322d534b4626d9","observation_id":"e7ce82ee-63ed-4f04-b86a-371f23ae6504","resolution":{"observed_at":"2026-08-14T11:33:14.677147Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.661238Z","title":"Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium","venue":null,"work_id":"a3377ab9-f8c6-4945-8d21-864b7f937f28","year":2006},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":12,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.971316Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:724981ae9ab3570652cd6b7852728f22d81f49dc4be701b371110e77db948251","observation_id":"735a6b9b-7929-4f24-b38d-429be7b8ea11","resolution":{"observed_at":"2026-08-14T11:33:14.665556Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.648672Z","title":"A critical empirical study of three electricity spot price models","venue":null,"work_id":"2c10a7c6-064a-48d4-a2f9-6cb29f05247f","year":2012},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":13,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.975578Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:6dea0c4949c32a7bebd953746619c67bd25a915525ff14b59655189b7b86746d","observation_id":"83597143-73ba-45e9-a46d-24ff14454dea","resolution":{"observed_at":"2026-08-14T11:33:14.653907Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.636810Z","title":"Mean-reverting additive energy forward curves in a heath--jarrow--morton framework","venue":null,"work_id":"07197db7-5a3e-477d-8589-73dfde7c5bad","year":2019},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":14,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.979800Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:b13eaab617f869ba20f61f0eb658b6aed8d67d9f89a7a21dee1b09e7cd650f47","observation_id":"fc340931-e520-4831-a164-f81a92fa853c","resolution":{"observed_at":"2026-08-14T11:33:14.641347Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.625040Z","title":"Polynomial diffusion models for life insurance liabilities","venue":null,"work_id":"4ea63b4f-c8d0-4783-88ec-9fa2a1bc5c54","year":2016},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":15,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.983984Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:214dbbf1454378aa9fea58ec72d58528a9d0efe7522bf1491b3c7d8b2fed269f","observation_id":"bfc5714b-3703-4415-932f-67a0698fd966","resolution":{"observed_at":"2026-08-14T11:33:14.629125Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.612778Z","title":"The forward premium in electricity futures","venue":null,"work_id":"ce67cfe6-c9d5-4ee4-9930-d76c3b296b77","year":2013},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":16,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.988667Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:4a33742eccdb4454a658100272ce6765b9be3bbe204855da6ad27d134f7f7ae9","observation_id":"19bbd45c-cde2-4fbf-b24a-8bfec40b8685","resolution":{"observed_at":"2026-08-14T11:33:14.617333Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.601462Z","title":"A survey of commodity markets and structural models for electricity prices","venue":null,"work_id":"64007465-8783-4205-a9d0-62a5857c2fee","year":2014},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":17,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.992918Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:4b27093a75fe3ee0b131a85cd64cac98bf4fd59a5a84d90a9b16ff23a271fbba","observation_id":"4b2cecd0-7742-4265-8e83-839dfc077079","resolution":{"observed_at":"2026-08-14T11:33:14.605872Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.590078Z","title":"Local risk-minimization with multiple assets under illiquidity with applications in energy markets","venue":null,"work_id":"9d4719ca-01d7-4dbb-9a0e-56d763a1c305","year":2018},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":18,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:13.997722Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:e8325773dafc6526223301e3f5e923766372c94be4318f85940fd6116234f34d","observation_id":"1c473b8e-7702-4f38-ac44-26cce1accb2a","resolution":{"observed_at":"2026-08-14T11:33:14.594367Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.577680Z","title":"Polynomial processes in stochastic portfolio theory","venue":null,"work_id":"318baa0a-3fd8-4b43-b3d7-108cda5ec99a","year":2018},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":19,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.003313Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:1f9124827337397b9f1e540eb1e3dccb9a2c9fbb12f8d860fd4aa1c3e800f1b4","observation_id":"a990a231-d38c-4970-a272-6b9bee11eb1e","resolution":{"observed_at":"2026-08-14T11:33:14.581637Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.566483Z","title":"Polynomial processes and their applications to mathematical finance","venue":null,"work_id":"246fdec3-6049-4cfc-b6e0-2305d458385a","year":2012},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":20,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.007761Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:64854d8ffad9f1e6db0a4eb2a186df37d78df324476bbc15bf513035953c8aaa","observation_id":"dbec59c0-5cdb-4c9a-b599-b1d34f21d516","resolution":{"observed_at":"2026-08-14T11:33:14.570765Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.555091Z","title":"An interest rate model with upper and lower bounds","venue":null,"work_id":"0ae0dbb7-a9ce-4460-98bd-cb83fe4423ea","year":2002},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":21,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.013871Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:7150c6be13898fe5a9760badeffa67343a4088fac26aa95889e57ad7fa872f34","observation_id":"6e084c99-b639-40cf-b3be-bf2587a880d3","resolution":{"observed_at":"2026-08-14T11:33:14.559484Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.544123Z","title":"Modelling electricity prices: International evidence","venue":null,"work_id":"b7e32b03-e34a-43d8-a864-316c077e45ec","year":2011},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":22,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.018174Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:f952f88b541c3f704111f47b3565115083b9bab90fffbe06429e281ebc2f703a","observation_id":"095947a6-e188-47d8-9a74-ad56fb8789a8","resolution":{"observed_at":"2026-08-14T11:33:14.548226Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":"10.1007/s00780-016-0304-4","metadata_source":"doi_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.176123Z","title":"Polynomial diffusions and applications in finance","venue":null,"work_id":"68b17322-b9b7-43c2-a91e-d50ee6472839","year":2016},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":23,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.022371Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:44bb9cd2e986d22b71b6baf0f34d74dc882d00935e0d043d6de64d5ea31cf62d","observation_id":"61abe174-8cc6-4726-bf1e-0d14e890326c","resolution":{"observed_at":"2026-08-14T11:33:14.182741Z","resolver_source":"doi","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.532286Z","title":"Polynomial jump-diffusion models","venue":null,"work_id":"1e72667d-f3d3-4b3e-aee7-74f4400cd6d0","year":2019},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":24,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.026036Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:6ae051acdd74f5acdfa544b0b280463a396f2ebe82a92261bf1f90920b8ef1a9","observation_id":"bdcdce94-8788-4fe4-ba81-a3a29f120643","resolution":{"observed_at":"2026-08-14T11:33:14.536908Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.520349Z","title":"A term structure model for dividends and interest rates","venue":null,"work_id":"cb94527c-59f2-4fbd-b5e6-da32c06de306","year":2018},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":25,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.030066Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:e680dcb3529fcb8fbb01fe30c14d2847933df013916cf3c2f47e8c682b9691cc","observation_id":"b4163a2a-6078-43de-854b-b224e7e1e9b1","resolution":{"observed_at":"2026-08-14T11:33:14.525217Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.509293Z","title":"Quadratic variance swap models","venue":null,"work_id":"2beaa5da-93df-49eb-803e-83f738bb8474","year":2016},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":26,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.033985Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:939b59d8d12c0c2172f68c9c0d101315c8c863016dddf250e9412eb2d0e8659c","observation_id":"3d6261ef-c3bc-45d5-a350-51f1efed4db6","resolution":{"observed_at":"2026-08-14T11:33:14.513473Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.497861Z","title":"Linear-rational term structure models","venue":null,"work_id":"0a2ae275-42b5-4be3-a2a2-a2eef6347950","year":2017},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":27,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.037821Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:319d18f236cc85a00cfd2fe7296c6d5a38586bd163d635f2119604f8848d9f32","observation_id":"e68ea2d2-7b0e-4288-862d-d4d43836ca2a","resolution":{"observed_at":"2026-08-14T11:33:14.501935Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.486823Z","title":"Polynomial processes for power prices","venue":null,"work_id":"87b9a2a0-459d-4aa4-9731-6971b0afc22b","year":2018},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":28,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.042588Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:c19bef0662cde40d6b5cfac9057ae05e7452efd635570894bc22cadf59efa5c0","observation_id":"5d952746-440f-486b-bea2-04fc3269d048","resolution":{"observed_at":"2026-08-14T11:33:14.490556Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.475056Z","title":"Hedging of contingent claims","venue":null,"work_id":"3cf5c779-bc51-424c-86c7-a4f28406ced9","year":1991},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":29,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.047354Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:88ac486750f6b42f53bb94b0818e1a71b31004c343a502d5a510847f43ead41d","observation_id":"62e5c6f7-5ade-497e-943f-1290b09638e3","resolution":{"observed_at":"2026-08-14T11:33:14.479429Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.463390Z","title":"Contributions to mathematical economics","venue":null,"work_id":"325fe2ce-cc12-485f-9647-de26c6295e3f","year":1986},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":30,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.051709Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:c284af84d5e6bf3247199e228d66bae83b4667659c23f696293d10235bc39f86","observation_id":"b0c63df6-eb2c-4101-96b6-4d5017996e36","resolution":{"observed_at":"2026-08-14T11:33:14.467990Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.450415Z","title":"Occurrence of negative prices on the german spot market for electricity and their influence on balancing power markets","venue":null,"work_id":"fce5a384-aa2f-4e80-99f7-f9329989a35c","year":2010},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":31,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.056175Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:2704ad57b8889693c2d34280a20b40137822c827924d2ce134ca4b85787e4637","observation_id":"19cfd4b4-7238-4b6f-a590-e7c60799fb67","resolution":{"observed_at":"2026-08-14T11:33:14.455688Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.438806Z","title":"Shortfall risk in long-term hedging with short-term futures contracts","venue":null,"work_id":"71a332a2-3c20-45ab-931d-9ac83010d9a2","year":2001},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":32,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.060580Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:6f59ac83fbfa31a2e84dda4e766b65737f1c151f38f0215c4d4918582dac339b","observation_id":"e65c577c-ec65-4453-a86a-be3d688a19d4","resolution":{"observed_at":"2026-08-14T11:33:14.442777Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.426146Z","title":"The relationship between spot and futures prices: An empirical analysis of australian electricity markets","venue":null,"work_id":"9907c5be-215b-420c-8f77-b6feb92bcdef","year":2012},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":33,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.064796Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:3221f48bed5b5c510eef97c2bfdec507cf2d9103b398e2b88c3607f2db4e15fc","observation_id":"4a3eabf2-348f-4d3d-9053-19a5c0c34c0d","resolution":{"observed_at":"2026-08-14T11:33:14.431105Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.413793Z","title":"Numerical comparison of local risk-minimisation and mean-variance hedging","venue":null,"work_id":"19a0b29b-4d98-41f9-b317-2c2469043265","year":1999},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":34,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.068776Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:090077977cf2b161bbd743c5792949be48d5df7911c92c959d004468d275aa65","observation_id":"5485097e-e689-4910-beab-f073adf9fd8b","resolution":{"observed_at":"2026-08-14T11:33:14.418173Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.401330Z","title":"A comparison of two quadratic approaches to hedging in incomplete markets","venue":null,"work_id":"d3873287-6d16-43b5-b577-ca54779e8a2a","year":2001},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":35,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.072970Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:f0367dccb1572e04d723df2a4b558216b7afdfa8997729853d9c25d01dedee0b","observation_id":"c494afb1-7e2a-4c2d-99ef-54352597a200","resolution":{"observed_at":"2026-08-14T11:33:14.405717Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.389415Z","title":"Exponentially affine martingales, affine measure changes and exponential moments of affine processes","venue":null,"work_id":"dd013ce8-2571-4ec8-8614-74cd2dea4e35","year":2010},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":36,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.076856Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:d3d7704654fe20cbf1f6e12a49b3db4c4c255010eb71366acac66412c4508f3d","observation_id":"02b57a12-7760-4801-bfcb-3ea8461e502a","resolution":{"observed_at":"2026-08-14T11:33:14.393679Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.376611Z","title":"Brownian Motion and Stochastic Calculus","venue":null,"work_id":"55cdcf27-3eb4-48a4-98cd-dd7084fc3405","year":1998},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":37,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.081159Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:da6da40ce8f752e503b4ce86121365cc4ed8fa4184ef84f6d5b8414c0f93d7ed","observation_id":"199a864b-894d-4b30-965e-2a1dee0a4cc3","resolution":{"observed_at":"2026-08-14T11:33:14.381547Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.362624Z","title":"Forward curve dynamics in the nordic electricity market","venue":null,"work_id":"dd20cd24-60a8-4d7a-a668-510f605a0e98","year":2005},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":38,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.085397Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:34347acae4f91fa25688a63e748f4d56833eb43efcd7e65081fe932d86c4fc7b","observation_id":"198fdeec-92b0-4318-bba8-10acd9de5e62","resolution":{"observed_at":"2026-08-14T11:33:14.367649Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.349177Z","title":"Towards definition of the risk premium function","venue":null,"work_id":"b58bc345-0211-4a61-bebe-b87ec7f663f9","year":2019},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":39,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.090781Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:6a625e5d03a57bbc3c0975fcd57eb7a220f6be828499184777de2f6e8092291d","observation_id":"82878600-b614-4109-98d5-3eec89c19311","resolution":{"observed_at":"2026-08-14T11:33:14.353746Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.336472Z","title":"A quadratic kalman filter","venue":null,"work_id":"2126fd89-6ae2-4953-be6c-bc555db97b4d","year":2015},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":40,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.095011Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:d5a00e1d7ce2164dc2b47fd2cbcfcbc07de2a6c397772aa7c1e8b1b441fb5928","observation_id":"5d3f74ad-0bab-4d18-9968-8b52079c1690","resolution":{"observed_at":"2026-08-14T11:33:14.341053Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.322376Z","title":"DEoptim : An R package for global optimization by differential evolution","venue":null,"work_id":"fc915d7a-ac21-479d-a72a-99de24e2736f","year":2011},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":41,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.099322Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:973d63a845ed9c04286808ae12d45ed359ed9f42d8632d4b7050bb9822d3d0c6","observation_id":"80242fcb-0622-4966-8fda-8af80e39001b","resolution":{"observed_at":"2026-08-14T11:33:14.327662Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.310689Z","title":"Hedging long-term exposures with multiple short-term futures contracts","venue":null,"work_id":"617f1f92-65a5-4d93-9b80-aca30867f671","year":1999},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":42,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.103971Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:f6b508a2245f5bc63c180207f4b61690df1793c0349cc679a2c4c07746164884","observation_id":"790f9ace-3d99-437b-9262-b1047a13072c","resolution":{"observed_at":"2026-08-14T11:33:14.315099Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.298338Z","title":"Price, Rainer M","venue":null,"work_id":"6ebca77b-ab0c-4767-bc26-8b270ddf319d","year":2006},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":43,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.108129Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:30dde4cf9e063de511708f8c3d37314aa0dc06a1e1098237e7da8a66ec9a82f9","observation_id":"0fdb6160-fde9-4b37-a8d1-63fccf9eadcf","resolution":{"observed_at":"2026-08-14T11:33:14.302777Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.112801Z","title":"Continuous martingales and Brownian motion, volume 293","venue":null,"work_id":null,"year":2013},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":44,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.112801Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:543fdfdf44cf05066a1f3854a1dc9c046bce99b3fabec1bb5bde7e8078918bd6","observation_id":"b855f8c2-749a-42f7-9199-7aa73ac1f59d","resolution":{"observed_at":"2026-08-14T11:33:14.112801Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.278779Z","title":"Risk-minimality and orthogonality of martingales","venue":null,"work_id":"37ff57d7-78a5-4ca2-be1a-917fddadc998","year":1990},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":45,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.117021Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:0b98cf3749fba6c9c3bae8e673b68f5b054fe7b16f36ed7d31fb09f7b75e8c11","observation_id":"5e788f1e-1f2d-44f0-a569-ca6874f0bc00","resolution":{"observed_at":"2026-08-14T11:33:14.282921Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.264768Z","title":"A guided tour through quadratic hedging approaches","venue":null,"work_id":"109d7f7e-1d24-4c9a-970a-321a96f3e40b","year":1999},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":46,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.122619Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:e329f32670697638a391260d80195c58fd2f2914aba1c8919ace992a5f689281","observation_id":"a010186f-36d7-430a-93bd-969108bfa3fd","resolution":{"observed_at":"2026-08-14T11:33:14.270745Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.126570Z","title":"Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces","venue":null,"work_id":null,"year":1997},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":47,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.126570Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:81e321dbca7e5473ef3747ce22b5533acd4d03fe7296141b942fa241441f3064","observation_id":"cd4f87d2-5b49-493f-8a78-664b7d301fbf","resolution":{"observed_at":"2026-08-14T11:33:14.126570Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.250773Z","title":"Risk premia in the german day-ahead electricity market revisited: The impact of negative prices","venue":null,"work_id":"d39995e8-dcca-43db-866c-a954eaf7cc80","year":2019},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":48,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.130936Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:5091f7cffdf422012f449dfef895ec8d5a6763640f8f0f90e54c3d8ad52c775f","observation_id":"a36ceab3-c523-4260-b0e7-b4af1f38e04c","resolution":{"observed_at":"2026-08-14T11:33:14.255771Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.239045Z","title":"Risk premiums in the german day-ahead electricity market","venue":null,"work_id":"0288af79-b7ae-424b-9f6b-e43c9a5176af","year":2011},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":49,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.135352Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:88b8107bf026dee0e9f4c8699a1a61ba1b2cd0984f27c928748366ed1e3d3f84","observation_id":"e1465708-153c-4799-8b04-3937d3b5085e","resolution":{"observed_at":"2026-08-14T11:33:14.243174Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:33:14.225770Z","title":"Market price of risk implied by asian-style electricity options and futures","venue":null,"work_id":"c6d8480d-76b7-4cb1-acf5-def3168eb92c","year":2008},"citing_paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period","version":2},"reference_index":50,"source":"arxiv_source","source_observed_at":"2026-08-14T11:33:14.140632Z"},"links":{"citing_paper":"/paper/1908.08954"},"observation_digest":"sha256:53313a02ea08cecab1674d9d50e35c5f60e5d01e75560a2d74d9b4dac66e3c5f","observation_id":"133ac677-4d18-4bca-91d8-c7206a8ba85e","resolution":{"observed_at":"2026-08-14T11:33:14.230736Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"1908.08954","last_updated":"2020-06-09T11:27:02Z","latest_version":2,"primary_category":"q-fin.MF","snapshot_observed_at":"2026-08-16T04:42:49.171312Z","submitted_at":"2019-08-23T18:00:04Z","title":"A multi-factor polynomial framework for long-term electricity forwards with delivery period"},"reference_resolution":{"displayed":50,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":2,"verified_exact":3,"verified_fuzzy":45},"total_outbound_references":50},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"thesis":"As of 16 August 2026, this Paper Citation Record lists 50 of 50 outbound references and 0 inbound Pith citation observations for arXiv:1908.08954."}