@Article{publ_mods_00000331, author = {Benth, Fred Espen and Kallsen, Jan and Meyer‐Brandis, Thilo}, title = {A Non‐Gaussian Ornstein--Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing}, journal = {Applied Mathematical Finance}, year = {2007}, publisher = {Routledge}, address = {London}, volume = {14}, number = {2}, pages = {153--169}, keywords = {Electricity markets; forward and futures pricing; Ornstein-Uhlenbeck processes; spot price modelling}, note = {http://www.tandfonline.com/doi/abs/10.1080/13504860600725031}, issn = {1350-486X}, doi = {10.1080/13504860600725031}, url = {https://macau.uni-kiel.de/receive/publ_mods_00000331}, url = {https://doi.org/10.1080/13504860600725031}, file = {:https://macau.uni-kiel.de/servlets/MCRFileNodeServlet/macau_derivate_00000066/elektro.pdf:PDF}, language = {en} }