Narrow search
Showing 1 - 10 of 217
Cover Image
On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso; Sabino, Piergiacomo - In: Energy economics 45 (2014), pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Cover Image
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti; Hesamzadeh, Mohammad Reza; Date, Paresh; … - In: Energy economics 126 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Cover Image
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
Cover Image
The spark spread and clean spark spread option based valuation of a power plant with multiple turbines
Elias, R. S.; Wahab, M. I. M.; Fang, Liping - In: Energy economics 59 (2016), pp. 314-327
Persistent link: https://www.econbiz.de/10011699668
Cover Image
Parametric model risk and power plant valuation
Bannör, Karl; Kiesel, Rüdiger; Nazarova, Anna; … - In: Energy economics 59 (2016), pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Cover Image
Option prices and implied volatility in the crude oil market
Soini, Vesa; Lorentzen, Sindre - In: Energy economics 83 (2019), pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Cover Image
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
Cover Image
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
Cover Image
Market completeness : how options affect hedging and investments in the electricity sector
Willems, Bert; Morbee, Joris - In: Energy economics 32 (2010) 4, pp. 786-795
Persistent link: https://www.econbiz.de/10008779952
Cover Image
Understanding recent oil price dynamics : a novel empirical approach
D'Ecclesia, Rita L.; Magrini, Emiliano; Montalbano, … - In: Energy economics 46 (2014), pp. 11-17
Persistent link: https://www.econbiz.de/10011299362