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~person:"Cartea, Álvaro"
~type_genre:"Article in journal"
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Search: subject_exact:"Elektrizitätspreis"
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Cartea, Álvaro
Simshauser, Paul
27
Woo, Chi-keung
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How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro
;
González-Pedraz, Carlos
- In:
Energy economics
34
(
2012
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
Saved in:
2
Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro
;
Figueroa, Marcelo G.
;
Geman, Hélyette
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003847150
Saved in:
3
Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity
Cartea, Álvaro
;
Villaplana, Pablo
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2502-2519
Persistent link: https://www.econbiz.de/10003795764
Saved in:
4
Pricing in electricity markets : a mean reverting jump diffusion model with seasonality
Cartea, Álvaro
;
Figueroa, Marcelo G.
- In:
Applied mathematical finance
12
(
2005
)
4
,
pp. 313-335
Persistent link: https://www.econbiz.de/10003229232
Saved in:
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