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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Energy economics
481
European journal of operational research : EJOR
352
Insurance / Mathematics & economics
217
Journal of banking & finance
190
International journal of production economics
146
International journal of production research
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Finance research letters
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Energy Policies of IEA Countries
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International review of financial analysis
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SpringerLink / Bücher
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Omega : the international journal of management science
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The journal of risk model validation
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Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
65
International journal of forecasting
65
Manufacturing & service operations management : M & SOM
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Transportation research / E : an international journal
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Journal of air transport management
55
Journal of empirical finance
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Journal of risk and financial management : JRFM
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Cambridge working papers in economics
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Operations research letters
51
Production and operations management : an international journal of the Production and Operations Management Society
50
International review of economics & finance : IREF
49
Journal of risk management in financial institutions
48
The journal of operational risk
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1
A model for the long-term optimal capacity level of an investment project
Løkka, Arne
;
Zervos, Mihail
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 187-196
Persistent link: https://www.econbiz.de/10008992185
Saved in:
2
A principal-agent approach to capacity remuneration mechanisms
Alasseur, Clémence
;
Farhat, Heythem
;
Saguan, Marcelo
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-64
Persistent link: https://www.econbiz.de/10012496912
Saved in:
3
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
4
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
5
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
6
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
7
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
8
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
9
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
10
The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
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