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The nature of supply side effects on electricity prices: The impact of water temperature

Boogert, Alexander; Dupont, Dominique - In: Economics letters 88 (2005) 1, pp. 121-126

Persistent link: https://www.econbiz.de/10006750645

On the effectiveness of the anti-gaming policy between the day-ahead and real-time electricity markets in The Netherlands

Boogert, Alexander; Dupont, Dominique - In: Energy Economics 27 (2005) 5, pp. 752-770

Persistent link: https://www.econbiz.de/10005285250

The nature of supply side effects on electricity prices: The impact of water temperature

Boogert, Alexander; Dupont, Dominique - In: Economics Letters 88 (2005) 1, pp. 121-125

Persistent link: https://www.econbiz.de/10005270412

GAS STORAGE VALUATION USING A MONTE CARLO METHOD

Boogert, Alexander; Jong, Cyriel de - In: The journal of derivatives : the official publication … 15 (2008) 3, pp. 81

Persistent link: https://www.econbiz.de/10007980442

Market Making, Prices, and Quantity Limits.

Dupont, Dominique - In: Review of Financial Studies 13 (2000) 4, pp. 1129-51

This article develops a model of spread and depth setting under asymmetric information where the equilibrium depth is proportionally more sensitive than the spread to changes in the degree of information asymmetry. The analysis uses a one-period model in which a risk-neutral, monopolistic market...

Persistent link: https://www.econbiz.de/10005447350

Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread

Dupont, Dominique; Lee, Gabriel - In: Economic Theory 31 (2007) 2, pp. 393-400

Persistent link: https://www.econbiz.de/10005147344

The Review of Financial Studies - Market Making, Prices, and Quantity Limits

Dupont, Dominique - In: The review of financial studies 13 (2000) 4, pp. 1129-1152

Persistent link: https://www.econbiz.de/10007047480