Hinderks, W.J.W.J.HinderksKorn, R.R.KornWagner, A.A.Wagner2022-03-062022-03-062020https://publica.fraunhofer.de/handle/publica/26304310.1080/14697688.2019.1687927The framework is based on stochastic processes with economic interpretations and is consistent with the initial forward price curve.en003332006519A structural Heath-Jarrow-Morton framework for consistent intraday spot and futures electricity pricesjournal article