TY  - JOUR
AU  - Dennis Frestad
AU  - Fred Espen Benth
AU  - Steen Koekebakker
PY  - 2010/04//
TI  - Modeling Term Structure Dynamics in the Nordic Electricity Swap Market
JO  - The Energy Journal
VL  - Volume 31
DO  - 10.5547/ISSN0195-6574-EJ-Vol31-No2-3
IS  - 2
KW  - Nordic electricity
KW  - Swap market
KW  - Value-at-Risk
KW  - Gaussian distribution
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=2378