Dear Colleagues,
Please find enclosed the link to my recent article on energy finance that
might be of interest to you:
V.A. Kholodnyi, "Modeling Power Forward Prices for Power with Spikes", MPS:
Applied mathematics/0201005
http://www.mathpreprints.com/math/Preprint/valery/20020102/1/.
In addition, I was recently invited to give a talk based on this article at
the Energy and Power Risk Management Congress, Houston, 2002. The slides of
this talk can be found at:
V.A. Kholodnyi "Modeling Power Forward Prices for Power with Spikes: a Talk
at the EPRM-2002 Congress", MPS: Applied mathematics/0206013
http://www.mathpreprints.com/math/Preprint/Valery_Kholodnyi/20020613/1/.
Please let me know if you have questions or would like additional
information.
Sincerely,
Valery Kholodnyi
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