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A jump-diffusion model for opt...
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Option pricing theory
59
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Derivat
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Benth, Fred Espen
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Energy economics
International journal of theoretical and applied finance
468
The journal of futures markets
261
European journal of operational research : EJOR
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
245
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
227
Finance and stochastics
218
Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
203
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199
International journal of production research
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Finance research letters
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117
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115
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107
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90
Research paper series / Swiss Finance Institute
87
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Journal of the Operational Research Society
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1
Risk evaluation in Colombian electricity market using fuzzy logic
Medina Serna, Santiago
;
Moreno, Julián
- In:
Energy economics
29
(
2007
)
5
,
pp. 999-1009
Persistent link: https://www.econbiz.de/10003603288
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2
A Fuzzy Goal Programming model for solving aggregate production-planning problems under uncertainty : a case study in a Brazilian sugar mill
Silva, Aneirson Francisco da
;
Marins, Fernando Augusto Silva
- In:
Energy economics
45
(
2014
),
pp. 196-204
Persistent link: https://www.econbiz.de/10010504768
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3
Explicit cost-risk tradeoff for optimal energy management in CCHP microgrid system under fuzzy-risk preferences
Ji, Ling
;
Zhang, Bei-Bei
;
Huang, Guo-He
;
Xie, Yu-Lei
; …
- In:
Energy economics
70
(
2018
),
pp. 525-535
Persistent link: https://www.econbiz.de/10011942883
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4
China's electrification and rural labor : analysis with fuzzy regression discontinuity
He, Xiaoping
- In:
Energy economics
81
(
2019
),
pp. 650-660
Persistent link: https://www.econbiz.de/10012172888
Saved in:
5
Oil price dynamics (2002 - 2006)
Askari, Hossein
;
Krichene, Noureddine
- In:
Energy economics
30
(
2008
)
5
,
pp. 2134-2153
Persistent link: https://www.econbiz.de/10003773637
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6
Pricing summer day options by good-deal bounds
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
31
(
2009
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
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7
Flexibility as a source of value in the production of alternative fuels : the ethanol case
Bastian-Pinto, Carlos de Lamare
;
Brandão, Luiz Eduardo …
- In:
Energy economics
31
(
2009
)
3
,
pp. 411-422
Persistent link: https://www.econbiz.de/10003851678
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8
An option pricing approach to evaluating petroleum projects
Ekern, Steinar
- In:
Energy economics
10
(
1988
)
2
,
pp. 91-99
Persistent link: https://www.econbiz.de/10003537757
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9
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
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10
Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative prices
Keles, Dogan
;
Genoese, Massimo
;
Möst, Dominik
; …
- In:
Energy economics
34
(
2012
)
4
,
pp. 1012-1032
Persistent link: https://www.econbiz.de/10009687450
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