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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Electric power industry"
~subject:"Energy consumption"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Electric power industry
Energy consumption
Stochastischer Prozess
Theorie
Ölpreis
Energiemarkt
10
Energy market
10
Derivat
4
Derivative
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Electricity price
3
Simulation
3
Strompreis
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Theory
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energy markets
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Elektrizitätswirtschaft
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Monte Carlo
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Artificial intelligence
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Sabino, Piergiacomo
4
Gardini, Matteo
2
Benth, Fred Espen
1
Cufaro Petroni, Nicola
1
Ekeland, Lars
1
Hauge, Ragnar
1
Nielsen, Bjørn Fredrik
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Sasso, Emanuela
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Schnürch, Simon
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Applied mathematical finance
Energy economics
274
The energy journal
62
International Journal of Energy Economics and Policy : IJEEP
51
European journal of operational research : EJOR
40
Energy policy
25
Economics of energy & environmental policy
17
Cambridge working papers in economics
14
EPRG working paper
14
Energy strategy reviews
14
The journal of energy markets
13
Economic modelling
9
Resource and energy economics
9
International journal of energy sector management : IJESM
8
International journal of industrial organization
8
Oxford review of economic policy
8
Journal of regulatory economics
7
Applied economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
6
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
6
International journal of theoretical and applied finance
6
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
OPEC review : energy economics and related issues
6
The electricity journal
6
Economics and policy of energy and the environment
5
International journal of forecasting
5
Risks : open access journal
5
Computational management science
4
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
4
Economics letters
4
OR spectrum : quantitative approaches in management
4
Research in international business and finance
4
Computational Management Science : CMS
3
Economia politica : journal of analytical and institutional economics
3
International journal of energy sector management
3
Journal of economic behavior & organization : JEBO
3
Journal of international financial markets, institutions & money
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Manufacturing & service operations management : M & SOM
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Operational research : an international journal
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Resources and energy : a journal devoted to interdisciplinary studies in the allocation of natural resources
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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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