//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Note on Evaluation of Deriva...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
122
Derivative
122
Option pricing theory
60
Optionspreistheorie
60
Electric power industry
48
Elektrizitätswirtschaft
48
Electricity price
45
Hedging
45
Strompreis
45
Volatility
45
Volatilität
45
Commodity derivative
44
Rohstoffderivat
44
Energiemarkt
34
Energy market
34
Electricity
31
Elektrizität
27
Theorie
26
Theory
26
Risk management
23
Spot market
23
Spotmarkt
23
Risikomanagement
22
Stochastic process
21
Stochastischer Prozess
21
Risikoprämie
19
Risk premium
19
Oil price
17
Ölpreis
17
Electricity markets
16
Risk
16
Real options analysis
14
Realoptionsansatz
14
Risiko
14
EU countries
13
EU-Staaten
13
Emissions trading
13
Emissionshandel
13
Commodity exchange
12
Greenhouse gas emissions
12
more ...
less ...
Online availability
All
Undetermined
97
Free
1
Type of publication
All
Article
159
Type of publication (narrower categories)
All
Article in journal
157
Aufsatz in Zeitschrift
157
Language
All
English
159
Author
All
Benth, Fred Espen
5
Haugom, Erik
3
Ignatieva, Ekaterina
3
Prokopczuk, Marcel
3
Weron, Rafał
3
Brandão, Luiz Eduardo Teixeira
2
Bunn, Derek W.
2
Caporin, Massimiliano
2
Cortazar, Gonzalo
2
Ernstsen, Rune Ramsdal
2
Falbo, Paolo
2
Fleten, Stein-Erik
2
Fontini, Fulvio
2
Godin, Frédéric
2
Hesamzadeh, Mohammad Reza
2
Huisman, Ronald
2
Irwin, Scott H.
2
Kanamura, Takashi
2
Kiesel, Rüdiger
2
Lee, Chien-chiang
2
López Cabrera, Brenda
2
Müller, Gernot
2
Nazarova, Anna
2
Olsina, Fernando
2
Power, Gabriel J.
2
Ruiz, Carlos
2
Saltyte Benth, Jurate
2
Schmeck, Maren Diane
2
Skajaa, Anders
2
Tegnér, Martin
2
Tiwari, Aviral Kumar
2
Torró, Hipòlit
2
Ullrich, Carl J.
2
Van Koten, Silvester
2
Vargiolu, Tiziano
2
Vedenov, Dmitrij V.
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Adams, Zeno
1
Al-Freedi, Ajab
1
more ...
less ...
Published in...
All
Energy economics
NBER Working Papers
777
MPRA Paper
687
The journal of futures markets
629
International journal of theoretical and applied finance
540
Working Paper
446
Journal of banking & finance
387
Research paper series / Swiss Finance Institute
381
CEPR Discussion Papers
377
ECB Working Paper
349
NBER working paper series
303
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Swiss Finance Institute Research Paper
274
The journal of computational finance
266
Economics Papers from University Paris Dauphine
264
Applied mathematical finance
262
The journal of derivatives : the official publication of the International Association of Financial Engineers
252
CESifo Working Paper
249
Finance and stochastics
244
Journal of Banking & Finance
243
Quantitative finance
220
Finance
201
IMF Staff Country Reports
196
Review of derivatives research
194
CESifo working papers
187
Journal of financial economics
187
IMF Working Papers
180
Working paper / National Bureau of Economic Research, Inc.
178
Finance research letters
177
Journal of economic dynamics & control
166
European journal of operational research : EJOR
161
Working paper series / European Central Bank
156
Insurance / Mathematics & economics
150
The journal of finance : the journal of the American Finance Association
149
Working paper
146
CESifo Working Paper Series
143
Journal of Financial Economics
140
NBER Working Paper
139
Staff reports / Federal Reserve Bank of New York
137
IESE Research Papers
134
more ...
less ...
Source
All
ECONIS (ZBW)
159
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->