BZPEERPapers, people, evidence and research paths
Menu

Discover

SearchFind papers, people, topics, institutions and opportunities from one place.GraphSee how papers, authors, topics and evidence connect.

Research tools

HomeContinue from the papers, people and topics that matter now.CollectionsTurn saved papers into reading lists, evidence maps and shareable context.ResearchReconstruct the path that led you from search to paper to question.CollaborationMove from a paper, topic or expert request into a focused thread.PublishCreate full-text research articles with metadata, formulas and versions.

Network

ExpertsFind specialists whose work and reviews explain why they can help.CommunitiesJoin research groups organized around papers, topics and shared evidence.

Opportunities

ListingsBrowse roles, calls and collaborations connected to real research context.

Account

Log inReturn to your saved papers, graph views and active threads.Create accountStart saving papers, building a research trail and joining teams.
Log inCreate account

Paper detail

Calibration of One- and Two-Factor Models For Valuation of Energy Multi-Asset Derivative Contracts

We study historical calibration of one- and two-factor models that are known to describe relatively well the dynamics of energy underlyings such as spot and index natural gas or oil prices at different physical locations or regional power prices. We take into account uneven frequency of data due to weekends, holidays, and possible missing data. We study the case when several one- and two-factor models are used in the joint model with correlated model factors and present examples of joint calibration for daily natural gas prices at several locations in the US and for regional hourly power prices.

preprint2010arXivOpen access
Josh GrayKonstantin Palamarchuk
q-fin.CPq-fin.PR
Open graphReviewsDiscussion

Signal facts

What is known right now

Open access2 authors2 topics
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

Next steps

Decide what to do with this paper

Like0Dislike0Score 0

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Save to reading list0
Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Authors

Josh GrayKonstantin Palamarchuk

Institutions

No institution affiliation has been imported for this paper yet.

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form
Log in to review

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form
Log in to comment

No discussion yet. The first strong comment sets the tone.