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Modeling spot price dependence in Australian electricity markets with applications to risk management
Ignatieva, Ekaterina; Trück, Stefan - In: Computers & operations research : and their … 66 (2016), pp. 415-433
Persistent link: https://www.econbiz.de/10011429137
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Volatility spillovers in Australian electricity markets
Han, Lin; Kordzakhia, Nino; Trück, Stefan - In: Energy economics 90 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012517199
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Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill
Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58
Persistent link: https://www.econbiz.de/10012172256
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Assessing the impact of battery storage on Australian electricity markets
Rangarajan, Arvind; Foley, Sean; Trück, Stefan - In: Energy economics 120 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014284568
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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
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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
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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
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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
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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
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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