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Price dynamics in electricity markets

Paraschiv, Florentina - 2013

Persistent link: https://www.econbiz.de/10010410044

Forecasting price distributions in the German electricity market

Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lassesen - In: International financial markets, (pp. 11-35). 2019

Persistent link: https://www.econbiz.de/10012249017

Prediction of extreme price occurrences in the German day-ahead electricity market

Hagfors, Lars Ivar; Kamperud, Hilde Horthe; Paraschiv, … - 2016

Understanding the mechanisms that drive extreme negative and positive prices in day-ahead electricity prices is crucial for managing risk and market design. In this paper, we consider the problem of understanding how fundamental drivers impact the probability of extreme price occurrences in the...

Persistent link: https://www.econbiz.de/10011687117

Cross-border effects between the Spanish and French electricity markets : asymmetric dynamics and benefits in the light of European market integration

Urquijo, Ignacio Mas; Paraschiv, Florentina - In: The energy journal 44 (2023) 4, pp. 241-276

Persistent link: https://www.econbiz.de/10014325336

Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium

Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2021

Persistent link: https://www.econbiz.de/10003778569

Pricing of exotic energy derivatives based on arithmetic spot models

Benth, Fred Espen; Kufakunesu, Rodwell - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 491-506

Persistent link: https://www.econbiz.de/10003879078

Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium

Benth, Fred Espen (contributor); Cartea, Álvaro (contributor) - 2006

Persistent link: https://www.econbiz.de/10003384971

Pricing and hedging Asian-style options on energy

Benth, Fred Espen; Detering, Nils - In: Finance and stochastics 19 (2015) 4, pp. 849-889

Persistent link: https://www.econbiz.de/10011421055

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

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