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Derivatives pricing with affin...
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Derivat
122
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122
Option pricing theory
59
Optionspreistheorie
59
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49
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49
Elektrizitätswirtschaft
49
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Benth, Fred Espen
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Prokopczuk, Marcel
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Hammoudeh, Shawkat
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Haugom, Erik
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3
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Weron, Rafał
3
Brandão, Luiz Eduardo Teixeira
2
Bredin, Donal
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Kang, Boda
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Energy economics
The journal of futures markets
664
International journal of theoretical and applied finance
596
Journal of banking & finance
544
NBER working paper series
375
Working paper / National Bureau of Economic Research, Inc.
339
Mathematical finance : an international journal of mathematics, statistics and financial theory
310
Applied mathematical finance
286
NBER Working Paper
285
Finance and stochastics
276
The journal of derivatives : the official publication of the International Association of Financial Engineers
276
The journal of computational finance
270
Finance research letters
260
Journal of financial economics
246
Quantitative finance
229
Journal of economic dynamics & control
213
Review of derivatives research
206
The journal of finance : the journal of the American Finance Association
198
The journal of fixed income
197
International review of economics & finance : IREF
181
Discussion paper / Centre for Economic Policy Research
178
European journal of operational research : EJOR
177
Insurance / Mathematics & economics
169
Journal of financial and quantitative analysis : JFQA
166
Working paper
165
IMF Working Papers
164
International review of financial analysis
162
The European journal of finance
161
Applied economics
160
The review of financial studies
159
Applied financial economics
158
The North American journal of economics and finance : a journal of financial economics studies
158
Finance and economics discussion series
152
Economics letters
150
Journal of international money and finance
149
IMF working papers
145
Economic modelling
143
Research paper series / Swiss Finance Institute
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International journal of financial engineering
134
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ECONIS (ZBW)
177
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177
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1
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
Saved in:
2
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:
3
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:
4
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
5
Managing the financial risks of electricity producers using options
Pineda, Salva
;
Conejo, Antonio J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 2216-2227
Persistent link: https://www.econbiz.de/10009688763
Saved in:
6
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
7
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:
8
A model for hedging load and price risk in the Texas electricity market
Coulon, Michael
;
Powell, Warren B.
;
Sircar, Kaushik Ronnie
- In:
Energy economics
40
(
2013
),
pp. 976-988
Persistent link: https://www.econbiz.de/10010355997
Saved in:
9
A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
10
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
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