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Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano; Sgarra, Carlo - In: International journal of computational economics and … 5 (2015) 4, pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
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A branching process approach to power markets
Jiao, Ying; Ma, Chunhua; Scotti, Simone; Sgarra, Carlo - In: Energy economics 79 (2019), pp. 144-156
Persistent link: https://www.econbiz.de/10012172268