SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Fundamentals of Electricity Derivatives
5 references·4 citing·34 second hop
Fundamentals of Electricity Derivatives (1999)Fundamentals of Electricity DerivativesTheory of rational option pricing (2005)Theory of rational option pri…BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)BESSEL PROCESSES, ASIAN OPTIO…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Structural models for coupled electricity markets (2016)Structural models for coupled…Commodity Price Dynamics (2011)Commodity Price DynamicsPricing electricity risk by interest rate methods (2005)Pricing electricity risk by i…Heavy tails and electricity prices (2005)Heavy tails and electricity p…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Behavior of Stock-Market Prices (1965)An equilibrium characterization of the term structure (1977)A survey of electricity spot and futures price models for risk management applications (2021)A Theory of the Term Structure of Interest Rates (1985)The value of an Asian option (1995)Continuous Martingales and Brownian Motion (1999)Order Flow, Transaction Clock, and Normality of Asset Returns (2000)Mathematical Methods for Financial Markets (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Martingale Methods in Financial Modelling (1997)Brownian Motion and Stochastic Calculus (1998)Brownian Motion and Stochastic Calculus (2007)Modelling electricity futures prices using seasonal path-dependent volatility (2016)Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework (2019)Determinants of corporate borrowing (1977)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Risk-Neutral Valuation (1998)Risk-Neutral Valuation (2004)Spot Price Modeling and the Valuation of Electricity Forward Contracts: The Role of Demand and Capacity (2007)Asset Prices in an Exchange Economy (1978)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements (2011)Fundamentals, Derivatives Market Information and Oil Price Volatility (2014)Price Dynamics in Biological Production Processes Exposed to Environmental Shocks (2017)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1993BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES557 cited

Cited by

  • 2011Commodity Price Dynamics92 cited
  • 2005Pricing electricity risk by interest rate methods40 cited
  • 2005Heavy tails and electricity prices34 cited
  • 2016Structural models for coupled electricity markets26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work