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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Energy economics"
~subject:"Strompreis"
~type:"article"
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Search: subject_exact:"Option pricing theory"
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Strompreis
Option pricing theory
102
Optionspreistheorie
102
Volatility
37
Volatilität
37
Stochastic process
33
Stochastischer Prozess
33
Derivat
26
Derivative
26
Option trading
22
Optionsgeschäft
22
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Theorie
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Theory
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Electric power industry
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Elektrizitätswirtschaft
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Real options analysis
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Option pricing
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Benth, Fred Espen
2
Alasseur, C.
1
Andreis, Luisa
1
Cartea, Álvaro
1
Coulon, Michael
1
Fichtner, Wolf
1
Flora, Maria
1
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Féron, O.
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1
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1
Kh.Balci, Anna
1
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Klüppelberg, Claudia
1
Moriarty, John
1
Möst, Dominik
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1
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1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Energy economics
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3
European journal of operational research : EJOR
3
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3
Decisions in economics and finance : a journal of applied mathematics
2
International journal of theoretical and applied finance
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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International journal of bonds and derivatives
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International journal of economics and business research
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Journal of economic dynamics & control
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Letters in spatial and resource sciences : LSRS
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The interrelationship between financial and energy markets
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
2
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
3
An analysis of electricity congestion price patterns in North America
Godin, Frédéric
;
Ibrahim, Zinatu
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162253
Saved in:
4
Pricing reliability options under different electricity price regimes
Andreis, Luisa
;
Flora, Maria
;
Fontini, Fulvio
; …
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512391
Saved in:
5
Structural price model for coupled electricity markets
Alasseur, C.
;
Féron, O.
- In:
Energy economics
75
(
2018
),
pp. 104-119
Persistent link: https://www.econbiz.de/10011973876
Saved in:
6
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
7
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
Saved in:
8
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
9
A model for hedging load and price risk in the Texas electricity market
Coulon, Michael
;
Powell, Warren B.
;
Sircar, Kaushik Ronnie
- In:
Energy economics
40
(
2013
),
pp. 976-988
Persistent link: https://www.econbiz.de/10010355997
Saved in:
10
Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative prices
Keles, Dogan
;
Genoese, Massimo
;
Möst, Dominik
; …
- In:
Energy economics
34
(
2012
)
4
,
pp. 1012-1032
Persistent link: https://www.econbiz.de/10009687450
Saved in:
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