//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Perpetual barrier options in j...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
56
Optionspreistheorie
56
Derivat
22
Derivative
22
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
Electric power industry
15
Elektrizitätswirtschaft
15
Electricity price
12
Real options analysis
12
Realoptionsansatz
12
Strompreis
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Hedging
10
Option trading
10
Optionsgeschäft
10
Real options
9
Commodity derivative
8
Electricity
8
Rohstoffderivat
8
Elektrizität
7
Energiemarkt
7
Energy market
7
Oil price
7
Ölpreis
7
Markov chain
6
Markov-Kette
6
Simulation
6
Forecasting model
5
Prognoseverfahren
5
Spot market
5
Spotmarkt
5
Stochastic volatility
5
Erdöl
4
Experiment
4
Oil market
4
Option pricing
4
more ...
less ...
Online availability
All
Undetermined
34
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Language
All
English
56
Author
All
Benth, Fred Espen
3
Ignatieva, Ekaterina
2
Kiesel, Rüdiger
2
Nazarova, Anna
2
Olsina, Fernando
2
Schmeck, Maren Diane
2
Vargiolu, Tiziano
2
Alasseur, C.
1
Algieri, Bernardina
1
Almansour, Abdullah
1
Andreis, Luisa
1
Andreolli, Francesca
1
Askari, Hossein
1
Baba, Amina
1
Bannör, Karl
1
Bastian-Pinto, Carlos de Lamare
1
Birkelund, Ole Henrik
1
Blanco, Gerardo
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Brix, Anne Floor
1
Bunn, Derek W.
1
Campbell, Kevin
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chiarella, Carl
1
Conejo, Antonio J.
1
Cortazar, Gonzalo
1
Costa, Letícia de Almeida
1
Coulon, Michael
1
Creti, Anna
1
Crosby, John
1
D'Alpaos, Chiara
1
Date, Paresh
1
Ekern, Steinar
1
Elias, R. S.
1
Ewald, Christian-Olivier
1
Fang, Liping
1
Fichtner, Wolf
1
Flora, Maria
1
more ...
less ...
Published in...
All
Energy economics
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
SpringerLink / Bücher
158
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
107
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Europäische Hochschulschriften / 5
90
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Lecture notes in economics and mathematical systems : LNEMS
68
Journal of econometrics
66
Springer-Lehrbuch
63
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Wiley finance series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Working paper / Department of Econometrics and Business Statistics, Monash University
56
Working paper / National Bureau of Economic Research, Inc.
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Real option valuation of power transmission investments by stochastic simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
2
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
Saved in:
3
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
4
Investors' reaction to the government credibility problem : a real option analysis of emission permit policy risk
Kang, Sang Baum
;
Létourneau, Pascal
- In:
Energy economics
54
(
2016
),
pp. 96-107
Persistent link: https://www.econbiz.de/10011662775
Saved in:
5
A consistent two-factor model for pricing temperature derivatives
Groll, Andreas
;
López Cabrera, Brenda
;
Meyer-Brandis, Thilo
- In:
Energy economics
55
(
2016
),
pp. 112-126
Persistent link: https://www.econbiz.de/10011663144
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades
;
Costa, Letícia de Almeida
; …
- In:
Energy economics
45
(
2014
),
pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
Saved in:
9
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
Saved in:
10
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->