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Derivat
122
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122
Option pricing theory
60
Optionspreistheorie
60
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49
Elektrizitätswirtschaft
49
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46
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Benth, Fred Espen
5
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Brandão, Luiz Eduardo Teixeira
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Bunn, Derek W.
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Cortazar, Gonzalo
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Irwin, Scott H.
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Kiesel, Rüdiger
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Lee, Chien-chiang
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López Cabrera, Brenda
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Müller, Gernot
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Energy economics
NBER Working Papers
777
The journal of futures markets
733
MPRA Paper
678
International journal of theoretical and applied finance
581
Working Paper
434
Journal of banking & finance
404
Research paper series / Swiss Finance Institute
377
CEPR Discussion Papers
365
ECB Working Paper
317
Mathematical finance : an international journal of mathematics, statistics and financial theory
309
The journal of derivatives : the official publication of the International Association of Financial Engineers
302
Applied mathematical finance
277
The journal of computational finance
274
Swiss Finance Institute Research Paper
272
Finance and stochastics
263
Economics Papers from University Paris Dauphine
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NBER working paper series
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CESifo Working Paper
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Journal of Banking & Finance
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Quantitative finance
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Review of derivatives research
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Finance research letters
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Journal of economic dynamics & control
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Journal of financial economics
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IMF Working Papers
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Insurance / Mathematics & economics
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The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
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CESifo Working Paper Series
135
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IESE Research Papers
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
163
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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 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:
4
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:
5
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
Saved in:
6
A "simple" hybrid model for power derivatives
Lyle, Matthew R.
;
Elliott, Robert J.
- In:
Energy economics
31
(
2009
)
5
,
pp. 757-767
Persistent link: https://www.econbiz.de/10003880275
Saved in:
7
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:
8
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:
9
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:
10
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
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