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~isPartOf:"Energy economics"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
Option pricing theory
Optionspreistheorie
Portfolio selection
Derivative
122
Electric power industry
49
Elektrizitätswirtschaft
49
Hedging
43
Commodity derivative
42
Rohstoffderivat
42
Electricity price
41
Strompreis
41
Energiemarkt
35
Energy market
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Volatility
33
Volatilität
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Aufsatz in Zeitschrift
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122
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English
122
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Benth, Fred Espen
5
Haugom, Erik
3
Prokopczuk, Marcel
3
Weron, Rafał
3
Bunn, Derek W.
2
Caporin, Massimiliano
2
Chang, Chun Ping
2
Ernstsen, Rune Ramsdal
2
Falbo, Paolo
2
Fleten, Stein-Erik
2
Hesamzadeh, Mohammad Reza
2
Huisman, Ronald
2
Ignatieva, Ekaterina
2
Irwin, Scott H.
2
Kanamura, Takashi
2
Kiesel, Rüdiger
2
Lee, Chien-chiang
2
López Cabrera, Brenda
2
Müller, Gernot
2
Nazarova, Anna
2
Power, Gabriel J.
2
Ruiz, Carlos
2
Saltyte Benth, Jurate
2
Skajaa, Anders
2
Tegnér, Martin
2
Tiwari, Aviral Kumar
2
Torró, Hipòlit
2
Ullrich, Carl J.
2
Van Koten, Silvester
2
Vedenov, Dmitrij V.
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Adams, Zeno
1
Al-Freedi, Ajab
1
Alasseur, C.
1
Alexander, Carol
1
Algieri, Bernardina
1
Alizadeh-Masoodian, Amir H.
1
Ames, Matthew
1
Bagnarosa, Guillaume
1
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Energy economics
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Applied mathematical finance
80
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
Finance research letters
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Quantitative finance
63
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
44
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Risks : open access journal
34
Economic modelling
33
Journal of securities operations & custody
33
Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
International journal of financial engineering
31
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ECONIS (ZBW)
122
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1
The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia
;
Caporin, Massimiliano
;
Fontini, Fulvio
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
Saved in:
2
Market price of risk implied by Asian-style electricity options and futures
Weron, Rafał
- In:
Energy economics
30
(
2008
)
3
,
pp. 1098-1115
Persistent link: https://www.econbiz.de/10003744840
Saved in:
3
Provisional liquidation of futures hedge programs
Lien, Da-hsiang Donald
;
Kwak, Soojong
- In:
Energy economics
28
(
2006
)
2
,
pp. 266-273
Persistent link: https://www.econbiz.de/10003307643
Saved in:
4
Pricing summer day options by good-deal bounds
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
31
(
2009
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
Saved in:
5
Price formation in electricity forward markets and the relevance of systematic forecast errors
Redl, Christian
;
Haas, Reinhard
;
Huber, Claus
;
Böhm, …
- In:
Energy economics
31
(
2009
)
3
,
pp. 356-364
Persistent link: https://www.econbiz.de/10003851625
Saved in:
6
An equilibrium pricing model for weather derivatives in a multi-commodity setting
Lee, Yongheon
;
Oren, Shmuel S.
- In:
Energy economics
31
(
2009
)
5
,
pp. 702-712
Persistent link: https://www.econbiz.de/10003880188
Saved in:
7
Multiple zone power forwards : a value at risk framework
Demers, Jean-Guy
- In:
Energy economics
31
(
2009
)
5
,
pp. 713-726
Persistent link: https://www.econbiz.de/10003880261
Saved in:
8
A "simple" hybrid model for power derivatives
Lyle, Matthew R.
;
Elliott, Robert J.
- In:
Energy economics
31
(
2009
)
5
,
pp. 757-767
Persistent link: https://www.econbiz.de/10003880275
Saved in:
9
Forward curves, scarcity and price volatility in oil and natural gas markets
Geman, Hélyette
;
Ohana, Steve
- In:
Energy economics
31
(
2009
)
4
,
pp. 576-585
Persistent link: https://www.econbiz.de/10003867821
Saved in:
10
Hourly electricity prices in day-ahead markets
Huisman, Ronald
;
Huurman, Christian
;
Mahieu, Ronald J.
- In:
Energy economics
29
(
2007
)
2
,
pp. 240-248
Persistent link: https://www.econbiz.de/10003441815
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