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Option pricing theory
60
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60
Simulation
54
Electric power industry
32
Elektrizitätswirtschaft
32
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28
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Benth, Fred Espen
3
Bunn, Derek W.
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Creti, Anna
2
Ignatieva, Ekaterina
2
Kiesel, Rüdiger
2
Madlener, Reinhard
2
Müller, Gernot
2
Nazarova, Anna
2
Olsina, Fernando
2
Schmeck, Maren Diane
2
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2
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2
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2
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1
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1
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1
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1
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1
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Energy economics
International journal of production research
569
European journal of operational research : EJOR
499
International journal of theoretical and applied finance
494
The journal of computational finance
273
Journal of econometrics
271
The journal of futures markets
269
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
Applied mathematical finance
252
Journal of banking & finance
244
International journal of production economics
237
Finance and stochastics
233
Computational economics
231
Quantitative finance
225
Journal of economic dynamics & control
214
The journal of derivatives : the official publication of the International Association of Financial Engineers
208
Insurance / Mathematics & economics
183
NBER working paper series
176
Review of derivatives research
171
Discussion paper / Tinbergen Institute
166
Working paper
165
Working paper / National Bureau of Economic Research, Inc.
164
Economic modelling
153
Physica A: Statistical Mechanics and its Applications
151
Management Science
149
SpringerLink / Bücher
147
NBER Working Paper
146
Finance research letters
145
Economics letters
144
Risks : open access journal
138
Europäische Hochschulschriften / 5
134
Management science : journal of the Institute for Operations Research and the Management Sciences
130
International journal of financial engineering
123
Applied economics
122
Discussion paper / Center for Economic Research, Tilburg University
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of mathematical finance
114
Research paper series / Swiss Finance Institute
111
Operations research
110
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ECONIS (ZBW)
119
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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
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:
5
Quantum carbon finance : carbon emission rights option pricing and investment decision
Zhai, Dongsheng
;
Zhang, Tianrui
;
Liang, Guoqiang
;
Liu, …
- In:
Energy economics
134
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047111
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
9
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:
10
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
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