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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of industrial organization"
~language:"eng"
~subject:"Energy consumption"
~subject:"Simulation"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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Energy consumption
Simulation
Stochastischer Prozess
Theorie
Energiemarkt
15
Energy market
15
Electric power industry
6
Elektrizitätswirtschaft
6
Theory
6
Derivat
4
Derivative
4
Electricity price
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
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energy markets
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Aufsatz in Zeitschrift
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10
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English
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Sabino, Piergiacomo
4
Gardini, Matteo
2
Benth, Fred Espen
1
Bohland, Moritz
1
Boom, Anette
1
Bourguignon, Hélène
1
Cufaro Petroni, Nicola
1
Ekeland, Lars
1
Ferrando Yáñez, Jorge Andrés
1
Hauge, Ragnar
1
Nielsen, Bjørn Fredrik
1
Sasso, Emanuela
1
Schnürch, Simon
1
Schwenen, Sebastian
1
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1
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1
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Applied mathematical finance
International journal of industrial organization
Energy economics
106
European journal of operational research : EJOR
28
The energy journal
21
International Journal of Energy Economics and Policy : IJEEP
19
Energy policy
10
The journal of energy markets
8
Resource and energy economics
7
Energy strategy reviews
6
OPEC review : energy economics and related issues
6
International journal of theoretical and applied finance
5
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
4
Risks : open access journal
4
Computational Management Science : CMS
3
Economic modelling
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International journal of energy sector management : IJESM
3
Journal of regulatory economics
3
Operational research : an international journal
3
Research in international business and finance
3
Resources and energy : a journal devoted to interdisciplinary studies in the allocation of natural resources
3
Applied economics
2
Asian journal of management science and applications : AJMSA
2
Computational management science
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2
Economia politica : journal of analytical and institutional economics
2
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
2
Economics letters
2
Energy exploration & exploitation : EEE
2
International journal of forecasting
2
Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
OR spectrum : quantitative approaches in management
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Operations research forum
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ECONIS (ZBW)
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1
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
2
Renewable support and strategic pricing in electricity markets
Bohland, Moritz
;
Schwenen, Sebastian
- In:
International journal of industrial organization
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013206682
Saved in:
3
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
4
A bivariate normal inverse Gaussian process with stochastic delay : efficient simulations and applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 178-199
Persistent link: https://www.econbiz.de/10013171069
Saved in:
5
Electricity price forecasting with neural networks on EPEX order books
Schnürch, Simon
;
Wagner, Andreas
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 189-206
Persistent link: https://www.econbiz.de/10012315166
Saved in:
6
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
7
Polynomial processes for power prices
Ware, Tony
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 453-474
Persistent link: https://www.econbiz.de/10012210415
Saved in:
8
Vertically integrated firms' investments in electricity generating capacities
Boom, Anette
- In:
International journal of industrial organization
27
(
2009
)
4
,
pp. 544-551
Persistent link: https://www.econbiz.de/10003858423
Saved in:
9
Skimming the other's cream : competitive effects of an asymmetric universal service obligation
Bourguignon, Hélène
;
Ferrando Yáñez, Jorge Andrés
- In:
International journal of industrial organization
25
(
2007
)
4
,
pp. 761-790
Persistent link: https://www.econbiz.de/10003483942
Saved in:
10
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
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