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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
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Modeling and valuing make-up clauses in gas swing contracts
Edoli, Enrico; Fiorenzani, Stefano; Ravelli, Samuele; … - In: Energy economics 35 (2013), pp. 58-73
Persistent link: https://www.econbiz.de/10009715208
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Pricing reliability options under different electricity price regimes
Andreis, Luisa; Flora, Maria; Fontini, Fulvio; … - In: Energy economics 87 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012512391
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Special issue: energy markets dynamics in a changing environment
D'Ecclesia, Rita L. (ed.); Vargiolu, Tiziano (ed.) - EURO Working Group Commodities and Financial Modelling …; … - 2019
Persistent link: https://www.econbiz.de/10012172168
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Special Issue on energy markets dynamics in a changing environment
D'Ecclesia, Rita L.; Vargiolu, Tiziano - In: Energy economics 79 (2019), pp. 1-2
Persistent link: https://www.econbiz.de/10012172250
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Modeling and valuing make-up clauses in gas swing contracts
Edoli, Enrico; Fiorenzani, Stefano; Ravelli, Samuele; … - In: Energy economics 35 (2013), pp. 58-73
Persistent link: https://www.econbiz.de/10010059686