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Jump to: Study Group Report Number of items: 3. Study Group ReportAlcock, Jamie and Goard, Joanne and Vassallo, Tony (2007) Calibrating the mean reverting jump diffusion model to Australian spot electricity prices. [Study Group Report] Bhar, Ramaprasad (2007) A jump diffusion model for spot electricity prices. [Study Group Report] Russell, Ken and Cerone, Pietro and Challis, Vivien (2007) Calculation of a risk measure for the net system load profile. [Study Group Report] |