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96/01145 Managing energy price risk
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96/01145 Managing energy price risk (1996)96/01145 Managing energy price riskUsing the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments (2020)Using the binomial model for …Do oil futures prices predict stock returns? 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  • 2006Using extreme value theory to measure value-at-risk for daily electricity spot prices166 cited
  • 2010Forecasting petroleum futures markets volatility: The role of regimes and market conditions139 cited
  • 2009Oil Futures Prices in a Production Economy with Investment Constraints106 cited
  • 2004Natural gas prices and the gas storage report: Public news and volatility in energy futures markets90 cited
  • 2002Exotic Options for Interruptible Electricity Supply Contracts86 cited
  • 2013A General Closed-Form Spread Option Pricing Formula82 cited
  • 2004Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market81 cited
  • 2011Closed form spread option valuation72 cited
  • 2017Do oil futures prices predict stock returns?70 cited
  • 2008Long term spread option valuation and hedging69 cited
  • 2007Anti-correlation and multifractal features of Spain electricity spot market68 cited
  • 2015General closed-form basket option pricing bounds54 cited
  • 2006Modeling dynamic conditional correlations in WTI oil forward and futures returns53 cited
  • 2009A supply and demand based volatility model for energy prices50 cited

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  • 2020Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments49 cited
  • 2001Modelling the conditional volatility of commodity index futures as a regime switching process48 cited