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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Electricity price"
~subject:"Volatilität"
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Electricity price
Volatilität
Energiemarkt
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Derivat
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Option pricing theory
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Optionspreistheorie
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energy markets
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Benth, Fred Espen
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Schmeck, Maren Diane
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Zdanowicz, Hanna
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International journal of theoretical and applied finance
Energy economics
172
The energy journal
36
International Journal of Energy Economics and Policy : IJEEP
34
Cambridge working papers in economics
18
EPRG working paper
17
European journal of operational research : EJOR
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Working paper / EWI Energiewirtschaftliches Institut an der Universität zu Köln
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Energy policy
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IFN working paper
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USAEE Working Paper
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Energy strategy reviews
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Discussion paper / Department of Business and Management Science
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Economic modelling
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Journal of international financial markets, institutions & money
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Applied mathematical finance
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CAMA working paper series
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Discussion papers in economics, finance and international competitiveness
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IFN Working Paper
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International journal of energy sector management : IJESM
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International journal of forecasting
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International review of financial analysis
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Risks : open access journal
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The Australian economic review
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The journal of futures markets
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Working paper series in production and energy
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CSEI working paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
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2
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
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