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Option pricing theory
59
Optionspreistheorie
59
Derivat
23
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21
Volatilität
21
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20
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Benth, Fred Espen
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Energy economics
International journal of theoretical and applied finance
495
The journal of futures markets
372
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
261
The journal of computational finance
256
Applied mathematical finance
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Working Papers / Census Bureau, Department of Commerce
235
Finance and stochastics
233
Quantitative finance
205
Review of derivatives research
187
Journal of economic dynamics & control
143
Insurance / Mathematics & economics
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Arbeitsgemeinschaft Deutscher Verkehrsflughäfen - Statistiken
137
European journal of operational research : EJOR
135
Finance research letters
135
International journal of financial engineering
116
Computational economics
112
Journal of mathematical finance
108
NBER working paper series
104
Risks : open access journal
100
Journal of financial economics
99
Working paper / National Bureau of Economic Research, Inc.
95
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93
The European journal of finance
90
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of financial and quantitative analysis : JFQA
84
Asia-Pacific financial markets
81
The review of financial studies
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79
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SpringerLink / Bücher
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66
Review of quantitative finance and accounting
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International review of economics & finance : IREF
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International review of financial analysis
60
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
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:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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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