@misc{Nowak_Piotr_Pricing_2015,
 author={Nowak, Piotr and Pawłowski, Michał},
 copyright={Creative Commons Attribution BY 4.0 license},
 address={Warszawa},
 journal={Raport Badawczy = Research Report},
 howpublished={online},
 year={2015},
 publisher={Instytut Badań Systemowych. Polska Akademia Nauk},
 publisher={Systems Research Institute. Polish Academy of Sciences},
 language={eng},
 abstract={The paper presents a model of the Polish Power Exchange (POLPX) energy spot prices. The proposed dynamics of the spot prices is driven by a mean-reverting jump-diffusion stochastic process with mixed-exponentially distributed jumps.},
 title={Pricing forward contracts on the Polish Power Exchange},
 type={Text},
 URL={http://www.rcin.org.pl/Content/109212/PDF/RB-2015-01.pdf},
 keywords={Option price},
}