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~person:"Janczura, Joanna"
~person:"Srinivasan, P."
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Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
Saved in:
2
Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna
;
Trück, Stefan
;
Weron, Rafał
;
Wolff, …
- In:
Energy economics
38
(
2013
),
pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
Saved in:
3
An empirical comparison of alternate regime-switching models for electricity spot prices
Janczura, Joanna
;
Weron, Rafał
- In:
Energy economics
32
(
2010
)
5
,
pp. 1059-1073
Persistent link: https://www.econbiz.de/10008934328
Saved in:
4
The impact of futures trading on the spot market volatility of selected oil & gas industry stocks in India
Srinivasan, P.
;
Ibhrahim, P.
- In:
Asian African journal of economics and econometrics
10
(
2010
)
1
,
pp. 153-166
Persistent link: https://www.econbiz.de/10009008335
Saved in:
5
An empirical analysis of price discovery in the NSE spot and futures markets of India
Srinivasan, P.
- In:
The ICFAI journal of applied finance
15
(
2009
)
11
,
pp. 24-36
Persistent link: https://www.econbiz.de/10003939461
Saved in:
6
Price discovery in NSE spot and futures markets of selected oil and gas industries in India: what causes what?
Srinivasan, P.
- In:
The ICFAI university journal of financial risk …
6
(
2009
)
3/4
,
pp. 22-37
Persistent link: https://www.econbiz.de/10003949535
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