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Option pricing theory
56
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Benth, Fred Espen
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Energy economics
International journal of theoretical and applied finance
481
The journal of computational finance
268
The journal of futures markets
266
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
Applied mathematical finance
242
Finance and stochastics
231
Journal of banking & finance
223
Quantitative finance
212
The journal of derivatives : the official publication of the International Association of Financial Engineers
207
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197
European journal of operational research : EJOR
180
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171
Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Discussion paper / Tinbergen Institute
128
Finance research letters
122
International journal of financial engineering
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93
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90
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Applied economics letters
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ECONIS (ZBW)
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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
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:
3
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
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4
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
5
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
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6
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
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7
Information acquisition as an American option
Jafarizadeh, Babak
- In:
Energy economics
34
(
2012
)
3
,
pp. 807-816
Persistent link: https://www.econbiz.de/10010219884
Saved in:
8
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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9
The price-bidding strategy for investors in a renewable auction : an option games-based study
Zhu, Lei
;
Li, Li
;
Su, Bin
- In:
Energy economics
100
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939679
Saved in:
10
What can be learned from the free destination option in the LNG imbroglio?
Baba, Amina
;
Creti, Anna
;
Massol, Olivier
- In:
Energy economics
89
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012516968
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