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’Tis the season...
http://www.erasmusenergy.com/articles/13/1/aTis-the-season/Page1.html
Aurelian Trondle
 
By Aurelian Trondle
Published on 09/20/2007
 
Keywords:
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

’Tis the season...

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