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The dynamics of returns on renewable energy companies : a state-space approach

Inchauspe, Julian; Ripple, Ronald D.; Trück, Stefan - In: Energy economics 48 (2015), pp. 325-335

Persistent link: https://www.econbiz.de/10011533827

Second order of stochastic dominance efficiency vs mean variance efficiency

Malavasi, Matteo; Ortobelli Lozza, Sergio; Trück, Stefan - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1192-1206

Persistent link: https://www.econbiz.de/10012495268

The dynamics of returns on renewable energy companies: A state-space approach

Inchauspe, Julian; Ripple, Ronald D.; Trück, Stefan - In: Energy Economics 48 (2015) C, pp. 325-335

The renewable energy sector has accomplished remarkable growth rates over the last decade. This paper examines the dynamics of excess returns for the WilderHill New Energy Global Innovation Index, which lists firms in the renewable energy sector and is used as a global benchmark. We propose a...

Persistent link: https://www.econbiz.de/10011208299

Equity premium puzzle or faulty economic modelling?

Shirvani, Abootaleb; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1329-1342

Persistent link: https://www.econbiz.de/10012549795

Multiple subordinated modeling of asset returns : implications for option pricing

Shirvani, Abootaleb; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Econometric reviews 40 (2021) 3, pp. 290-319

Persistent link: https://www.econbiz.de/10012515600

A natural disasters index

Mahanama, Thilini; Shirvani, Abootaleb; Račev, Svetlozar T. - In: Environmental economics and policy studies : the … 24 (2022) 2, pp. 263-284

Persistent link: https://www.econbiz.de/10013199401

Option pricing in an investment risk-return setting

Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638

Persistent link: https://www.econbiz.de/10012875529

Option pricing with greed and fear factor : the rational finance approach

Shirvani, Abootaleb; Fabozzi, Frank J.; Racheva-Iotova, … - In: The journal of derivatives : JOD 29 (2021) 2, pp. 77-119

Persistent link: https://www.econbiz.de/10012698127

Option pricing in markets with informed traders

Hu, Yuan; Shirvani, Abootaleb; Stoyanov, Stoyan V.; … - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-32

Persistent link: https://www.econbiz.de/10012496747

Enhancing binomial and trinomial equity option pricing models

Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Finance research letters 28 (2019), pp. 185-190

Persistent link: https://www.econbiz.de/10012388304