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~person:"Janczura, Joanna"
~person:"Kiesel, Rüdiger"
~subject:"Marktmacht"
~subject:"Option pricing theory"
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Janczura, Joanna
Kiesel, Rüdiger
Benth, Fred Espen
6
Ito, Koichiro
6
Reguant, Mar
6
Eijkel, Remco van
4
Moraga-González, José Luis
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Ignatieva, Ekaterina
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ECONIS (ZBW)
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Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
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2
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:
3
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
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