Similar Search Results - EconBiz

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

Persistent link: https://www.econbiz.de/10008905111

Abuse of forward contracts to semi-collude in volatile markets : conference paper

Aichele, Markus - 2013

I model the optimal semi-collusive strategy of firms using forward contracts in volatile markets. It has been shown that forward contracts can be used to stabilize a collusive agreement under deterministic (Liski and Montero, 2006) as well as under stochastic market conditions (Aichele, 2012)....

Persistent link: https://www.econbiz.de/10010342821

Estimating functional efficiency in energy futures markets

García-Verdugo Sales, Javier; Consuegra, Meliyara - In: Economics and Business Letters : EBL 2 (2013) 3, pp. 105-115

Persistent link: https://www.econbiz.de/10010347116

Optimal energy procurement in spot and forward markets

Secomandi, Nicola; Kekre, Sunder - In: Manufacturing & service operations management : M & SOM 16 (2014) 2, pp. 270-282

Persistent link: https://www.econbiz.de/10010367150

Modelling RETA : a model of forward trading and the balancing mechanism

Green, Richard; McDaniel, Tanga - 2000

Persistent link: https://www.econbiz.de/10001496123

Financial derivative and energy market valuation : theory and implementation in Matlab

Mastro, Michael A. - 2013

Persistent link: https://www.econbiz.de/10009732367

Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets

Fusai, Gianluca; Marena, Marina; Roncoroni, Andrea - In: Journal of banking & finance 32 (2008) 10, pp. 2033-2045

Persistent link: https://www.econbiz.de/10003778579

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

The forward premium in electricity markets: an experimental study

Van Koten, Silvester - 2020

Persistent link: https://www.econbiz.de/10012302310

Perfect competition vs strategic behaviour models to derive electricity prices and the influence of renewables on market power

Koschker, Susanne; Möst, Dominik - In: OR spectrum : quantitative approaches in management 38 (2016) 3, pp. 661-686

Persistent link: https://www.econbiz.de/10011699605

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