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~isPartOf:"Energy economics"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Option pricing theory
Optionspreistheorie
55
Derivat
22
Derivative
22
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
Electric power industry
15
Elektrizitätswirtschaft
15
Electricity price
12
Real options analysis
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Realoptionsansatz
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Strompreis
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Monte Carlo simulation
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Hedging
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Option trading
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English
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Benth, Fred Espen
3
Ignatieva, Ekaterina
2
Kiesel, Rüdiger
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Nazarova, Anna
2
Olsina, Fernando
2
Schmeck, Maren Diane
2
Vargiolu, Tiziano
2
Alasseur, C.
1
Algieri, Bernardina
1
Almansour, Abdullah
1
Andreis, Luisa
1
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1
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1
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1
Bastian-Pinto, Carlos de Lamare
1
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1
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Brandão, Luiz Eduardo Teixeira
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Energy economics
International journal of theoretical and applied finance
467
The journal of futures markets
260
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
132
Journal of economic dynamics & control
129
International journal of financial engineering
116
Finance research letters
109
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
55
Review of quantitative finance and accounting
55
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of finance : the journal of the American Finance Association
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The journal of real estate finance and economics
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The review of financial studies
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Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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Mathematics and financial economics
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ECONIS (ZBW)
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1
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
2
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
3
Valuing investments in domestic PV-Battery Systems under uncertainty
Andreolli, Francesca
;
D'Alpaos, Chiara
;
Moretto, Michele
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202034
Saved in:
4
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
5
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
6
Floating offshore wind and the real options to relocate
Tvedt, Jostein
- In:
Energy economics
116
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013542125
Saved in:
7
Quadratic hedging of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
Saved in:
8
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
9
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
10
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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