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Pricing commodity swaptions in multifactor models
Larsson, Karl - In: The journal of derivatives : the official publication … 19 (2011) 2, pp. 32-44
Persistent link: https://www.econbiz.de/10009413614
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Parametric heat wave insurance
Larsson, Karl - In: Journal of commodity markets 31 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014477784
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Two order books are better than one? : Trading At Settlement (TAS) in VIX futures
Huskaj, Bujar; Nordén, Lars L. - In: The journal of futures markets 35 (2015) 6, pp. 506-521
Persistent link: https://www.econbiz.de/10011405402
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A term structure model for VIX futures
Huskaj, Bujar; Nossman, Marcus - In: The journal of futures markets 33 (2013) 5, pp. 421-442
Persistent link: https://www.econbiz.de/10009726369
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Cross-commodity news transmission and volatility spillovers in the German energy markets
Green, Rikard; Larsson, Karl; Lunina, Veronika; … - In: Journal of banking & finance 95 (2018), pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
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Jumps and stochastic volatility in oil prices : time series evidence
Larsson, Karl; Nossman, Marcus - In: Energy economics 33 (2011) 3, pp. 504-514
Persistent link: https://www.econbiz.de/10009266857
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A stochastic time-series model for solar irradiation
Larsson, Karl; Green, Rikard; Benth, Fred Espen - In: Energy economics 117 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014437109