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Stochastic models for oil prices and the pricing of futures on oil
Oud, Mohammed A. Aba; Goard, Joanna - In: Applied mathematical finance 22 (2015) 1/2, pp. 189-206
Persistent link: https://www.econbiz.de/10010505133
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Asymptotic pricing of commodity derivatives using stochastic volatility spot models
Hikspoors, Samuel; Jaimungal, Sebastian - In: Applied mathematical finance 15 (2008) 5/6, pp. 449-477
Persistent link: https://www.econbiz.de/10003815252
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Energy futures prices : term structure models with Kalman filter estimation
Manoliu, Mihaela; Tompaidis, Stathis - In: Applied mathematical finance 9 (2002) 1, pp. 21-43
Persistent link: https://www.econbiz.de/10001685152
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Modelling day-ahead electricity prices
Hinz, Juri - In: Applied mathematical finance 10 (2003) 2, pp. 149-161
Persistent link: https://www.econbiz.de/10001805371
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Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard - In: Applied mathematical finance 27 (2020) 6, pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen; Pircalabu, Anca - In: Applied mathematical finance 25 (2018) 1/2, pp. 36-65
Persistent link: https://www.econbiz.de/10011959115