---
title: Energy Market Calibration
url: https://www.ml-quant.com/papers/ssrn/5094585/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5094585
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5094585
featured: 2025-01-23
citations: unknown
topic: Derivatives & Volatility
---


# Energy Market Calibration

The article proposes a model to align historical correlations of futures contracts with implied volatility smiles using two specific mathematical models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5094585
- Identifier: SSRN 5094585
- Released: 2025-01-12
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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