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Cartea, Álvaro
12
Kiesel, Rüdiger
3
Benth, Fred Espen
2
Villaplana, Pablo
2
Williams, Thomas
2
Börger, Reik
1
Figueroa, Marcelo
1
González-Pedraz, Carlos
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Journal of banking & finance
5
Energy economics
3
Applied mathematical finance
1
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OLC EcoSci
ECONIS (ZBW)
115
RePEc
18
BASE
2
Other ZBW resources
2
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1
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
Saved in:
2
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
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/10008141164
Saved in:
4
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
Saved in:
5
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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6
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
Saved in:
7
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
Saved in:
8
Optimal portfolio choice in real terms: Measuring the benefits of TIPS
Cartea, Álvaro
;
Saúl, Jonatan
;
Toro, Juan
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 721-741
Persistent link: https://www.econbiz.de/10010040161
Saved in:
9
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
Saved in:
10
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. 2006-2022
Persistent link: https://www.econbiz.de/10008897711
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