The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas pri

The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas pri

In this paper we study stochastic models for electricity, gas and temperature markets' contracts with delay and jumps. The basic products in these markets are s

Mathematical Modelling of Contemporary Electricity Markets reviews major methodologies and tools to accurately analyze and forecast contemporary electricity mar