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Energieökonomik : Theorie und Anwendungen

Erdmann, Georg; Zweifel, Peter - 2008

Persistent link: https://www.econbiz.de/10003438684

Dynamic oligopolistic games under uncertainty : a stochastic programming approach

Genc, Talat S.; Reynolds, Stanley S.; Sen, Suvrajeet - In: Journal of economic dynamics & control 31 (2007) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10003404849

The bias in black-scholes/black implied volatility : an analysis of equity and energy markets

Doran, James S.; Ronn, Ehud I. - In: Review of derivatives research 8 (2005) 3, pp. 177-198

Persistent link: https://www.econbiz.de/10003408021

Vertical integration and long-term contracts in risky markets

Friðrik Már Baldursson (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003408393

When are swing options bang-bang?

Bardou, Olivier; Bouthemy, Sandrine; Pagès, Gilles - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 867-899

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A utility based approach to energy hedging

Cotter, John; Hanly, Jim - 2011

A key issue in the estimation of energy hedges is the hedgers’ attitude towards risk which is encapsulated in the form of the hedgers’ utility function. However, the literature typically uses only one form of utility function such as the quadratic when estimating hedges. This paper addresses...

Persistent link: https://www.econbiz.de/10008908824