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Pricing fast-responding electric storage assets in the presence of negative prices and price spikes : a simulation-and-regression approach
Kang, Sang Baum; Klein, Mark T.; Zhao, Jialin - In: The journal of energy markets 12 (2019) 1, pp. 19-41
Persistent link: https://www.econbiz.de/10012020338
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A new approach to evaluating the cost-efficiency of complex hedging strategies : an application to electricity price-volume quanto contracts
Kang, Sang Baum; Ong, Michael K.; Zhao, Jialin - In: The journal of energy markets 12 (2019) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10012140191
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What information variables predict bitcoin returns? : A dimension-reduction approach
Kang, Sang Baum; Xie, Yao; Zhao, Jialin - In: The journal of alternative investments : JAI 25 (2023) 4, pp. 29-49
Persistent link: https://www.econbiz.de/10014306748
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A simple model to explain expensive index call options
Kang, Sang Baum - In: Theoretical economics letters 7 (2017) 3, pp. 316-323
Persistent link: https://www.econbiz.de/10011674111
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The stochastic dominance violation of index call options in the presence of market makers
Kang, Sang Baum - In: Theoretical economics letters 8 (2018) 9, pp. 1614-1622
Persistent link: https://www.econbiz.de/10011888675
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? : evidence from the LME
Jia, Jian; Kang, Sang Baum - In: Journal of commodity markets 25 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013204449
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Investors' reaction to the government credibility problem : a real option analysis of emission permit policy risk
Kang, Sang Baum; Létourneau, Pascal - In: Energy economics 54 (2016), pp. 96-107
Persistent link: https://www.econbiz.de/10011662775
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A real option analysis on retiring existing coal-fired electricity plants in the United States
Kang, Sang Baum; Létourneau, Pascal; Sala, Steve X. - In: The journal of energy markets 11 (2018) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10012001978
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Is it still economic to build a new coal-fired power plant in the U.S.? : a real option analysis
Kang, Sang Baum; Létourneau, Pascal; Sala, Steven X. - In: Applied economics letters 26 (2019) 9, pp. 736-740
Persistent link: https://www.econbiz.de/10012204343