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Option pricing theory
60
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Derivat
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Benth, Fred Espen
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Energy economics
International journal of theoretical and applied finance
468
The journal of futures markets
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Applied mathematical finance
245
Journal of banking & finance
242
Finance and stochastics
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
Quantitative finance
199
Review of derivatives research
172
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
137
European journal of operational research : EJOR
134
Finance research letters
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Journal of financial economics
127
International journal of financial engineering
116
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112
NBER working paper series
109
Journal of mathematical finance
107
Working paper / National Bureau of Economic Research, Inc.
104
Risks : open access journal
100
The journal of finance : the journal of the American Finance Association
98
The review of financial studies
90
Research paper series / Swiss Finance Institute
89
The European journal of finance
86
The North American journal of economics and finance : a journal of financial economics studies
85
Asia-Pacific financial markets
77
Review of quantitative finance and accounting
75
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74
NBER Working Paper
74
Journal of econometrics
69
SpringerLink / Bücher
63
International review of economics & finance : IREF
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
SFB 649 discussion paper
56
Annals of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Oil price dynamics (2002 - 2006)
Askari, Hossein
;
Krichene, Noureddine
- In:
Energy economics
30
(
2008
)
5
,
pp. 2134-2153
Persistent link: https://www.econbiz.de/10003773637
Saved in:
2
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:
3
Flexibility as a source of value in the production of alternative fuels : the ethanol case
Bastian-Pinto, Carlos de Lamare
;
Brandão, Luiz Eduardo …
- In:
Energy economics
31
(
2009
)
3
,
pp. 411-422
Persistent link: https://www.econbiz.de/10003851678
Saved in:
4
An option pricing approach to evaluating petroleum projects
Ekern, Steinar
- In:
Energy economics
10
(
1988
)
2
,
pp. 91-99
Persistent link: https://www.econbiz.de/10003537757
Saved in:
5
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
6
Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative prices
Keles, Dogan
;
Genoese, Massimo
;
Möst, Dominik
; …
- In:
Energy economics
34
(
2012
)
4
,
pp. 1012-1032
Persistent link: https://www.econbiz.de/10009687450
Saved in:
7
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
Saved in:
8
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
Saved in:
9
The cost of providing electricity to Africa
Rosnes, Orvika
;
Vennemo, Haakon
- In:
Energy economics
34
(
2012
)
5
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10009688096
Saved in:
10
Managing the financial risks of electricity producers using options
Pineda, Salva
;
Conejo, Antonio J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 2216-2227
Persistent link: https://www.econbiz.de/10009688763
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