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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

Ewald, Christian-Oliver; Yang, Zhaojun - In: Mathematical methods of operations research 68 (2008) 1, pp. 97-123

Persistent link: https://www.econbiz.de/10003748388

Trading time seasonality in electricity futures

Størdal, Ståle; Ewald, Christian; Lien, Gudbrand; … - In: Journal of commodity markets 31 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014477808

Salmon futures and the Fish Pool market in the context of the CAPM and the Fama & French Three-Factor Model

Ewald, Christian-Oliver - 2020

Futures on fresh farmed salmon traded at the Fish Pool market in Norway are analysed in the context of the Capital Asset Pricing Model (CAPM) and a Fama & French three-factor model where contracts are separated based on their maturities. Looking into 1 month; 6 months and 12 months contracts, we...

Persistent link: https://www.econbiz.de/10012856325

Riding the Nordic German power-spread : the Einar Aas experiment

Ewald, Christian; Haugom, Erik; Lien, Gudbrand; Song, … - In: The energy journal 43 (2022) 5, pp. 51-69

Persistent link: https://www.econbiz.de/10013412795

Real options, risk aversion and markets : a corporate finance perspective

Ewald, Christian; Taub, Bart - In: The journal of corporate finance : contracting, … 72 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013209828

Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model

Ewald, Christian; Haugom, Erik; Kanthan, Leslie; Lien, … - In: Aquaculture economics & management : official journal … 26 (2022) 2, pp. 171-191

Persistent link: https://www.econbiz.de/10013282511