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Wind Put Barrier Options Pricing Based on the Nordix Index
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Wind Put Barrier Options Pricing Based on the Nordix Index (2021)Wind Put Barrier Options Pricing Based on…Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives (2021)Simultaneous hedging strategy…Risk Management and Firm Value: Evidence from Weather Derivatives (2013)Risk Management and Firm Valu…Weather Derivatives (2012)Weather DerivativesThe evaluation of barrier option prices under stochastic volatility (2012)The evaluation of barrier opt…Modeling and Pricing in Financial Markets for Weather Derivatives (2012)Modeling and Pricing in Finan…On Modelling and Pricing Rainfall Derivatives with Seasonality (2010)On Modelling and Pricing Rain…The Institution-Based View as a Third Leg for a Strategy Tripod. (2009)The Institution-Based View as…Option market liquidity: Commonality and other characteristics (2009)Option market liquidity: Comm…Long‐Memory Time Series (2006)Long‐Memory Time SeriesAutoregressive gamma processes (2006)Autoregressive gamma processesWeather Forecasting for Weather Derivatives (2005)Weather Forecasting for Weath…On modelling and pricing weather derivatives (2002)On modelling and pricing weat…Pricing weather derivatives by marginal value (2001)Pricing weather derivatives b…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…Modeling long-run behavior with the fractional ARIMA model (1992)Modeling long-run behavior wi…Fractional Differencing (1981)Fractional DifferencingTHE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Are Output Fluctuations Transitory? (1987)How Big Is the Random Walk in GNP? (1988)Some advances in non‐linear and adaptive modelling in time‐series (1994)Long Memory in Inflation Rates: International Evidence (1995)Multifractality in Asset Returns: Theory and Evidence (2002)Stochastic Differential Equations: An Introduction with Applications. (1987)Arbitrage Theory in Continuous Time (1998)Stochastic Differential Equations (1998)Pricing Weather Derivatives (2004)Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (2005)The volatility of temperature and pricing of weather derivatives (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Institutionalized Organizations: Formal Structure as Myth and Ceremony (1977)The iron cage revisited institutional isomorphism and collective rationality in organizational fields (2004)State-owned Enterprises Around the WORLD as Hybrid Organizations (2014)Doing More with Less: Innovation Input and Output in Family Firms (2015)Theoretical foundations of emerging economy business research (2015)Asset Prices in an Exchange Economy (1978)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Corporate social responsibility and CEO confidence (2016)Research in finance: A review of influential publications and a research agenda (2017)Carbon Emissions and the Bank-Lending Channel (2026)The Pricing of Options and Corporate Liabilities (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Chapter 15 Volatility and Correlation Forecasting (2006)Quantiles as optimal point forecasts (2010)Climate risk: The price of drought (2020)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)A Theory of the Term Structure of Interest Rates (1985)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Continuous Time Wishart Process for Stochastic Risk (2006)Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk (2010)Sources of Entropy in Representative Agent Models (2013)Long memory dynamics for multivariate dependence under heavy tails (2014)Measuring the dynamics of global business cycle connectedness (2015)On detecting end-of-sample instabilities (2015)
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References

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  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 2009The Institution-Based View as a Third Leg for a Strategy Tripod.1,644 cited
  • 2005Weather Forecasting for Weather Derivatives403 cited
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  • 2013Risk Management and Firm Value: Evidence from Weather Derivatives315 cited
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  • 2012Modeling and Pricing in Financial Markets for Weather Derivatives100 cited
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  • 2012The evaluation of barrier option prices under stochastic volatility48 cited
  • 2021Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives47 cited
  • 2010On Modelling and Pricing Rainfall Derivatives with Seasonality

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