Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T11:33:14.140632Z
Paper Citation Record · LEDGER
A multi-factor polynomial framework for long-term electricity forwards with delivery period
As of 20 August 2026, this Paper Citation Record lists 50 of 50 outbound references and 0 inbound Pith citation observations for arXiv:1908.08954.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
50 of 50 outbound references displayed
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- unresolved2
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External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 184c160e-a383-4ead-bb14-4738c827309d · outbound
This paper cites Linear Credit Risk Models.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Linear Credit Risk Models
Reference 1
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T11:33:14.217225Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 05a08282-d59a-4acd-bfe3-09e9d2953047 · outbound
This paper cites Option Pricing with Orthogonal Polynomial Expansions.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Option Pricing with Orthogonal Polynomial Expansions
Reference 2
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T11:33:14.199558Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation a0ce209e-1d12-44fd-ac35-fddcd23cb785 · outbound
This paper cites The jacobi stochastic volatility model.
A multi-factor polynomial framework for long-term electricity forwards with delivery period The jacobi stochastic volatility model
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.770454Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 43d04f61-d879-4659-813f-7ac768a8a143 · outbound
This paper cites J ump-diffusion calibration using D ifferential E volution.
A multi-factor polynomial framework for long-term electricity forwards with delivery period J ump-diffusion calibration using D ifferential E volution
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.758693Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation d1a67833-0c18-4738-b338-103954a357d9 · outbound
This paper cites Mullen, and Brian G.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Mullen, and Brian G
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.746694Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation d7572c3e-326b-4588-aa18-e896887f186e · outbound
This paper cites Mullen, Brian G.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Mullen, Brian G
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.735365Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation adc82504-7e06-49f2-aac4-82a8054183e7 · outbound
This paper cites The information premium for non-storable commodities.
A multi-factor polynomial framework for long-term electricity forwards with delivery period The information premium for non-storable commodities
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.724181Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation cb05da43-27d6-4230-bc72-efbfc2ce8cb5 · outbound
This paper cites A pricing measure to explain the risk premium in power markets.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A pricing measure to explain the risk premium in power markets
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.712167Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 493c2cdc-2e50-4886-bfca-81eee10db17c · outbound
This paper cites A non-gaussian ornstein--uhlenbeck process for electricity spot price modeling and derivatives pricing.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A non-gaussian ornstein--uhlenbeck process for electricity spot price modeling and derivatives pricing
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.700636Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 466cac10-2658-412e-b1d1-6c5227a4eff6 · outbound
This paper cites Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.689379Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation e7ce82ee-63ed-4f04-b86a-371f23ae6504 · outbound
This paper cites Stochastic modelling of electricity and related markets, volume 11.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Stochastic modelling of electricity and related markets, volume 11
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.677147Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 735a6b9b-7929-4f24-b38d-429be7b8ea11 · outbound
This paper cites Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.665556Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 83597143-73ba-45e9-a46d-24ff14454dea · outbound
This paper cites A critical empirical study of three electricity spot price models.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A critical empirical study of three electricity spot price models
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.653907Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation fc340931-e520-4831-a164-f81a92fa853c · outbound
This paper cites Mean-reverting additive energy forward curves in a heath--jarrow--morton framework.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Mean-reverting additive energy forward curves in a heath--jarrow--morton framework
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.641347Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation bfc5714b-3703-4415-932f-67a0698fd966 · outbound
This paper cites Polynomial diffusion models for life insurance liabilities.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Polynomial diffusion models for life insurance liabilities
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.629125Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 19bbd45c-cde2-4fbf-b24a-8bfec40b8685 · outbound
This paper cites The forward premium in electricity futures.
A multi-factor polynomial framework for long-term electricity forwards with delivery period The forward premium in electricity futures
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.617333Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 4b2cecd0-7742-4265-8e83-839dfc077079 · outbound
This paper cites A survey of commodity markets and structural models for electricity prices.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A survey of commodity markets and structural models for electricity prices
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.605872Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 1c473b8e-7702-4f38-ac44-26cce1accb2a · outbound
This paper cites Local risk-minimization with multiple assets under illiquidity with applications in energy markets.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.594367Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation a990a231-d38c-4970-a272-6b9bee11eb1e · outbound
This paper cites Polynomial processes in stochastic portfolio theory.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Polynomial processes in stochastic portfolio theory
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.581637Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation dbec59c0-5cdb-4c9a-b599-b1d34f21d516 · outbound
This paper cites Polynomial processes and their applications to mathematical finance.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Polynomial processes and their applications to mathematical finance
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.570765Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 6e084c99-b639-40cf-b3be-bf2587a880d3 · outbound
This paper cites An interest rate model with upper and lower bounds.
A multi-factor polynomial framework for long-term electricity forwards with delivery period An interest rate model with upper and lower bounds
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.559484Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 095947a6-e188-47d8-9a74-ad56fb8789a8 · outbound
This paper cites Modelling electricity prices: International evidence.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Modelling electricity prices: International evidence
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.548226Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 61abe174-8cc6-4726-bf1e-0d14e890326c · outbound
This paper cites Polynomial diffusions and applications in finance.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Polynomial diffusions and applications in finance
Reference 23
- Resolution
- verified exact
- doi, observed 2026-08-14T11:33:14.182741Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation bdcdce94-8788-4fe4-ba81-a3a29f120643 · outbound
This paper cites Polynomial jump-diffusion models.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Polynomial jump-diffusion models
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.536908Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation b4163a2a-6078-43de-854b-b224e7e1e9b1 · outbound
This paper cites A term structure model for dividends and interest rates.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A term structure model for dividends and interest rates
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.525217Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 3d6261ef-c3bc-45d5-a350-51f1efed4db6 · outbound
This paper cites Quadratic variance swap models.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Quadratic variance swap models
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.513473Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation e68ea2d2-7b0e-4288-862d-d4d43836ca2a · outbound
This paper cites Linear-rational term structure models.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Linear-rational term structure models
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.501935Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 5d952746-440f-486b-bea2-04fc3269d048 · outbound
This paper cites Polynomial processes for power prices.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Polynomial processes for power prices
Reference 28
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.490556Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 62e5c6f7-5ade-497e-943f-1290b09638e3 · outbound
This paper cites Hedging of contingent claims.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Hedging of contingent claims
Reference 29
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.479429Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation b0c63df6-eb2c-4101-96b6-4d5017996e36 · outbound
This paper cites Contributions to mathematical economics.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Contributions to mathematical economics
Reference 30
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.467990Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 19cfd4b4-7238-4b6f-a590-e7c60799fb67 · outbound
This paper cites Occurrence of negative prices on the german spot market for electricity and their influence on balancing power markets.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Occurrence of negative prices on the german spot market for electricity and their influence on balancing power markets
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.455688Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation e65c577c-ec65-4453-a86a-be3d688a19d4 · outbound
This paper cites Shortfall risk in long-term hedging with short-term futures contracts.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Shortfall risk in long-term hedging with short-term futures contracts
Reference 32
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.442777Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 4a3eabf2-348f-4d3d-9053-19a5c0c34c0d · outbound
This paper cites The relationship between spot and futures prices: An empirical analysis of australian electricity markets.
A multi-factor polynomial framework for long-term electricity forwards with delivery period The relationship between spot and futures prices: An empirical analysis of australian electricity markets
Reference 33
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.431105Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 5485097e-e689-4910-beab-f073adf9fd8b · outbound
This paper cites Numerical comparison of local risk-minimisation and mean-variance hedging.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Numerical comparison of local risk-minimisation and mean-variance hedging
Reference 34
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.418173Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation c494afb1-7e2a-4c2d-99ef-54352597a200 · outbound
This paper cites A comparison of two quadratic approaches to hedging in incomplete markets.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A comparison of two quadratic approaches to hedging in incomplete markets
Reference 35
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.405717Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 02b57a12-7760-4801-bfcb-3ea8461e502a · outbound
This paper cites Exponentially affine martingales, affine measure changes and exponential moments of affine processes.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Exponentially affine martingales, affine measure changes and exponential moments of affine processes
Reference 36
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.393679Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 199a864b-894d-4b30-965e-2a1dee0a4cc3 · outbound
This paper cites Brownian Motion and Stochastic Calculus.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Brownian Motion and Stochastic Calculus
Reference 37
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.381547Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 198fdeec-92b0-4318-bba8-10acd9de5e62 · outbound
This paper cites Forward curve dynamics in the nordic electricity market.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Forward curve dynamics in the nordic electricity market
Reference 38
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.367649Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 82878600-b614-4109-98d5-3eec89c19311 · outbound
This paper cites Towards definition of the risk premium function.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Towards definition of the risk premium function
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.353746Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 5d3f74ad-0bab-4d18-9968-8b52079c1690 · outbound
This paper cites A quadratic kalman filter.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A quadratic kalman filter
Reference 40
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.341053Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 80242fcb-0622-4966-8fda-8af80e39001b · outbound
This paper cites DEoptim : An R package for global optimization by differential evolution.
A multi-factor polynomial framework for long-term electricity forwards with delivery period DEoptim : An R package for global optimization by differential evolution
Reference 41
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.327662Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 790f9ace-3d99-437b-9262-b1047a13072c · outbound
This paper cites Hedging long-term exposures with multiple short-term futures contracts.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Hedging long-term exposures with multiple short-term futures contracts
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.315099Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 0fdb6160-fde9-4b37-a8d1-63fccf9eadcf · outbound
This paper cites Price, Rainer M.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Price, Rainer M
Reference 43
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.302777Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation b855f8c2-749a-42f7-9199-7aa73ac1f59d · outbound
This paper cites Continuous martingales and Brownian motion, volume 293.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Continuous martingales and Brownian motion, volume 293
Reference 44
- Resolution
- unresolved
- no resolver link, observed 2026-08-14T11:33:14.112801Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 5e788f1e-1f2d-44f0-a569-ca6874f0bc00 · outbound
This paper cites Risk-minimality and orthogonality of martingales.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Risk-minimality and orthogonality of martingales
Reference 45
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.282921Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation a010186f-36d7-430a-93bd-969108bfa3fd · outbound
This paper cites A guided tour through quadratic hedging approaches.
A multi-factor polynomial framework for long-term electricity forwards with delivery period A guided tour through quadratic hedging approaches
Reference 46
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.270745Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation cd4f87d2-5b49-493f-8a78-664b7d301fbf · outbound
This paper cites Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
Reference 47
- Resolution
- unresolved
- no resolver link, observed 2026-08-14T11:33:14.126570Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation a36ceab3-c523-4260-b0e7-b4af1f38e04c · outbound
This paper cites Risk premia in the german day-ahead electricity market revisited: The impact of negative prices.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Risk premia in the german day-ahead electricity market revisited: The impact of negative prices
Reference 48
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.255771Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation e1465708-153c-4799-8b04-3937d3b5085e · outbound
This paper cites Risk premiums in the german day-ahead electricity market.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Risk premiums in the german day-ahead electricity market
Reference 49
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.243174Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 133ac677-4d18-4bca-91d8-c7206a8ba85e · outbound
This paper cites Market price of risk implied by asian-style electricity options and futures.
A multi-factor polynomial framework for long-term electricity forwards with delivery period Market price of risk implied by asian-style electricity options and futures
Reference 50
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:33:14.230736Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Pith citing papers
No inbound Pith citation observations are available.