The following pages link to (Q3521355):
Displaying 50 items.
- Stochastic modeling of stratospheric temperature (Q2676481) (← links)
- Pricing and hedging of energy spread options and volatility modulated Volterra processes (Q2797872) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
- Modeling and pricing precipitation derivatives under weather forecasts (Q2836217) (← links)
- Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets (Q2837759) (← links)
- Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets (Q2837760) (← links)
- Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling (Q2847836) (← links)
- Gas Storage Hedging (Q2917445) (← links)
- PRICING OPTIONS ON FORWARDS IN ENERGY MARKETS: THE ROLE OF MEAN REVERSION'S SPEED (Q2953312) (← links)
- NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
- Representation and approximation of ambit fields in Hilbert space (Q2974867) (← links)
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach (Q3195108) (← links)
- A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
- VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING (Q3304218) (← links)
- Stochastic programming models for replication of electricity forward contracts for industry (Q3423294) (← links)
- Model Uncertainty in Commodity Markets (Q3465256) (← links)
- A joint model for temperature and natural gas with an application to the US market (Q4555118) (← links)
- A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165) (← links)
- A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- The Heston stochastic volatility model in Hilbert space (Q4685702) (← links)
- Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
- A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
- Hedging Strategies in Commodity Markets – Rolling Intrinsic and Delta Hedging for Virtual Power Plants (Q4994682) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- On the sensitivity analysis of energy quanto options (Q5046315) (← links)
- DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY (Q5061489) (← links)
- Independent increment processes: a multilinearity preserving property (Q5086705) (← links)
- Analysis and modelling of wind speed in New York (Q5123586) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- An alternative circular smoothing method to nonparametric estimation of periodic functions (Q5138114) (← links)
- Sensitivity analysis in the infinite dimensional Heston model (Q5158590) (← links)
- AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL (Q5210913) (← links)
- Polynomial Processes for Power Prices (Q5217497) (← links)
- On the seasonality in the implied volatility of electricity options (Q5234359) (← links)
- Randomly Modulated Periodic Signals in Alberta's Electricity Market (Q5452746) (← links)
- The valuation of clean spread options: linking electricity, emissions and fuels (Q5745656) (← links)
- Efficient simulation of coupled gas and power networks under uncertain demands (Q6046313) (← links)
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
- Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations (Q6136818) (← links)
- Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517) (← links)
- A self-exciting modeling framework for forward prices in power markets (Q6580688) (← links)
- The variance gamma++ process and applications to energy markets (Q6580711) (← links)
- Pricing and hedging of temperature derivatives in a model with memory (Q6587514) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
