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1,026
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ECONIS (ZBW)
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1
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:
2
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:
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
Saved in:
4
Integrating Real Options Analysis with long-term electricity market models
Rios, Daniel
;
Blanco, Gerardo
;
Olsina, Fernando
- In:
Energy economics
80
(
2019
),
pp. 188-205
Persistent link: https://www.econbiz.de/10012172352
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
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
7
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
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8
Investment in new power generation under uncertainty : benefits of CHP vs. condensing plants in a copula-based analysis
Westner, Günther
;
Madlener, Reinhard
- In:
Energy economics
34
(
2012
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10009616354
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9
How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro
;
González-Pedraz, Carlos
- In:
Energy economics
34
(
2012
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
Saved in:
10
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Energy economics
25
(
2003
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
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