http://www.erasmusenergy.com en-us N/A dejong@maycroft.com Mon, 13 Oct 2008 14:12:48 CEST 20 http://www.erasmusenergy.com/articles/13/1/aTis-the-season/Page1.html Published in: Energy Risk
Publication year: 2004

Aurelian Tröndle presents a general framework for modelling prices of storable and non-storable energy assets, which sheds light on different market fundamentals, and shows how energy market volatility is seasonal and anything but stable.The model shows the stochastic properties of the underlying processes of price evolution]]> no@spam.com (Aurelian Trondle) Thu, 20 Sep 2007 15:15:27 CEST http://www.erasmusenergy.com/articles/13/1/aTis-the-season/Page1.html