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A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Daglish, Toby - In: Journal of financial econometrics : official journal of … 1 (2003) 3, pp. 327-364
Persistent link: https://www.econbiz.de/10002214153
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Can market power in the electricity spot market translate into market power in the hedge market?
Bragança, Gabriel Godofredo Fiuza de; Daglish, Toby - In: Energy economics 58 (2016), pp. 11-26
Persistent link: https://www.econbiz.de/10011698480
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Investing in vertical integration: electricity retail market participation
Bragança, Gabriel Godofredo Fiuza de; Daglish, Toby - In: Energy economics 67 (2017), pp. 355-365
Persistent link: https://www.econbiz.de/10011897933