TY - GEN A1 - Nowak, Piotr A1 - Pawłowski, Michał PB - Instytut Badań Systemowych. Polska Akademia Nauk PB - Systems Research Institute. Polish Academy of Sciences N1 - 25 pages ; 21 cm N1 - Bibliography p. 23-25 N2 - 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. L1 - http://www.rcin.org.pl/Content/109212/PDF/RB-2015-01.pdf M3 - Text CY - Warszawa J2 - Raport Badawczy = Research Report ; RB/1/2015 PY - 2015 KW - Option price T1 - Pricing forward contracts on the Polish Power Exchange UR - http://www.rcin.org.pl/dlibra/publication/edition/109212 ER -