@article{estimatingdynamicconditionalspread,
  title = {Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity},
  author = {Ekaterina Abramova and Derek Bunn},
  year = {2019},
  eprint = {1903.06668},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1903.06668v1},
}