Narrow search
Showing 1 - 10 of 770
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika; Schmeck, Maren Diane; Kh.Balci, Anna - In: Energy economics 113 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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