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The Valuation of Caps, Floors...
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Option pricing theory
59
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Energy economics
International journal of theoretical and applied finance
495
The journal of futures markets
371
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
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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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2
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
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3
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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4
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
5
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
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6
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
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7
Blending under uncertainty : real options analysis of ethanol plants and biofuels mandates
Ghoddusi, Hamed
- In:
Energy economics
61
(
2017
),
pp. 110-120
Persistent link: https://www.econbiz.de/10011737684
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8
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
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9
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
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10
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
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