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~person:"Benth, Fred Espen"
~person:"Lakshmi, V. D. M. V."
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Benth, Fred Espen
Lakshmi, V. D. M. V.
Weron, Rafał
12
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7
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6
Joshi, Medha Shriram
5
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3
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Loc Dong Truong
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ECONIS (ZBW)
11
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1
Listing stocks on derivatives market of NSE and its impact on liquidity of spot market
Lakshmi, V. D. M. V.
;
Joshi, Medha Shriram
- In:
International journal of economics and business research
16
(
2018
)
1
,
pp. 104-125
Persistent link: https://www.econbiz.de/10011990553
Saved in:
2
Price discovery behavior of spot and futures : evidence from pre- and post-crisis periods
Lakshmi, V. D. M. V.
;
Joshi, Medha Shriram
- In:
The IUP journal of applied economics
18
(
2019
)
4
,
pp. 24-42
Persistent link: https://www.econbiz.de/10012139187
Saved in:
3
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
4
Do S&P CNX nifty options lead underlying nifty in price discovery?
Lakshmi, V. D. M. V.
;
Joshi, Medha Shriram
- In:
Finance India : the quarterly journal of Indian …
31
(
2017
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10011777662
Saved in:
5
Listing of bank nifty on futures segment of NSE and its impact on spot market volatility
Lakshmi, V. D. M. V.
;
Joshi, Medha Shriram
- In:
Praj̄nȧn : journal of social and management sciences
44
(
2016
)
4
,
pp. 293-314
Persistent link: https://www.econbiz.de/10011490053
Saved in:
6
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
7
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
8
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
9
HMM filtering and parameter estimation of an electricity spot price model
Erlwein, Christina
;
Benth, Fred Espen
;
Mamon, Rogemar
- In:
Energy economics
32
(
2010
)
5
,
pp. 1034-1043
Persistent link: https://www.econbiz.de/10008934330
Saved in:
10
Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen
;
Cartea, Álvaro
;
Kiesel, Rüdiger
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2006-2021
Persistent link: https://www.econbiz.de/10003778569
Saved in:
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