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Volatility and covariation of financial assets: A high-frequency analysis
Cartea, Álvaro; Karyampas, Dimitrios - In: Journal of banking & finance 35 (2011) 12, pp. 3319-3335
Persistent link: https://www.econbiz.de/10009333043
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Modeling the return and volatility of the Greek electricity marginal system price
Theodorou, Petros; Karyampas, Dimitrios - In: Energy policy 36 (2008) 7, pp. 2601-2609
Persistent link: https://www.econbiz.de/10008065097
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Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis
Cartea, lvaro; Karyampas, Dimitrios - In: Applied mathematical finance 19 (2012) 6, pp. 535-553
Persistent link: https://www.econbiz.de/10010025388
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Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
Cartea, Álvaro; Figueroa, Marcelo - In: Applied mathematical finance 12 (2005) 4, pp. 313-336
Persistent link: https://www.econbiz.de/10008223040
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UK gas markets: The market price of risk and applications to multiple interruptible supply contracts
Cartea, Álvaro; Williams, Thomas - In: Energy economics 30 (2008) 3, pp. 829-846
Persistent link: https://www.econbiz.de/10007917069
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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/10008141164
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Cross-commodity analysis and applications to risk management
Börger, Reik; Cartea, Álvaro; Kiesel, Rüdiger; … - In: The journal of futures markets 29 (2009) 3, pp. 197-217
Persistent link: https://www.econbiz.de/10008164191
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Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2021
Persistent link: https://www.econbiz.de/10008099637
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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. 14-31
Persistent link: https://www.econbiz.de/10009823633
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Where is the value in high frequency trading?
Cartea, Álvaro; Penalva, José - In: The quarterly journal of finance 2 (2012) 3, pp. 1401-1446
Persistent link: https://www.econbiz.de/10010077880