Before revision:  Especially, we illustrate the related pricing procedure for electricity swaps and options in the setting of Arismendi et al. (2016), Schneider and Tavin (2018)  and Fanelli and Schmeck (2019)  .
After revision:  Especially, we illustrate the related pricing procedure for electricity swaps and options in the setting of Arismendi et al. (2016), Schneider and Tavin (2018) , and Fanelli and Schmeck (2019) .