Research Article
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market
Table 7
In the first column, we have the months of electricity supply of the peak contracts considered, while in the next three columns we have the mean absolute percentage errors obtained in the long-term forecasts of the contracts value during the first, second, and third month of trading, respectively, using a geometric Brownian motion.
|