TY  - JOUR
AU  - Iván Blanco
AU  - Juan Ignacio Peña
AU  - Rosa Rodriguez
PY  - 2018/04//
TI  - Modelling Electricity Swaps with Stochastic Forward Premium Models
JO  - The Energy Journal
VL  - Volume 39
DO  - 10.5547/01956574.39.2.ibla
IS  - 2
KW  - Electricity swaps
KW  - Stochastic forward premium. Multivariate Normal Inverse Gaussian distribution
KW  - Lévy processes
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3050