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An empirical model comparison for valuing crack spread options
Mahringer, Steffen; Prokopczuk, Marcel - In: Energy economics 51 (2015), pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
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Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano; Preś, Juliusz; Torro, Hipolit - In: Energy economics 34 (2012) 5, pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
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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
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Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
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A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik; Haugom, Erik; Molnár, Peter; … - In: Energy economics 48 (2015), pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
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The forecasting accuracy of implied volatility from ECX carbon options
Viteva, Svetlana; Veld- Merkoulova, Yulia; Campbell, Kevin - In: Energy economics 45 (2014), pp. 475-484
Persistent link: https://www.econbiz.de/10010506560
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How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro; González-Pedraz, Carlos - In: Energy economics 34 (2012) 1, pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
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Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca; Sgarra, Carlo - In: Energy economics 99 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay; Ignatieva, Ekaterina - In: Energy economics 98 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
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Risk premia in electricity derivatives markets
Algieri, Bernardina; Leccadito, Arturo; Tunaru, Diana - In: Energy economics 100 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012990257