Quantitative Energy Finance
Latest Publications

TOTAL DOCUMENTS

11

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4

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Published By Springer New York

9781461472476, 9781461472483

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Inference for Markov Regime-Switching Models of Electricity Spot Prices

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_5 ◽

2013 ◽

pp. 137-155 ◽

Author(s):

Joanna Janczura ◽

Rafał Weron

Keyword(s):

Regime Switching ◽

Markov Regime Switching ◽

Spot Prices ◽

Regime Switching Models ◽

Switching Models

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Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_6 ◽

2013 ◽

pp. 157-188 ◽

Author(s):

Almut E. D. Veraart ◽

Luitgard A. M. Veraart

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Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_7 ◽

2013 ◽

pp. 189-211 ◽

Author(s):

Valery A. Kholodnyi

Keyword(s):

Negative Power ◽

Spot Prices ◽

Forward Prices ◽

Markovian Approach

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A Review of Optimal Investment Rules in Electricity Generation

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_1 ◽

2013 ◽

pp. 3-40 ◽

Author(s):

René Aïd

Keyword(s):

Electricity Generation ◽

Optimal Investment

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Electricity Options and Additional Information

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_11 ◽

2013 ◽

pp. 285-305 ◽

Author(s):

Fred E. Benth ◽

Richard Biegler-König ◽

Rüdiger Kiesel

Keyword(s):

Additional Information

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Fourier-Based Valuation Methods in Mathematical Finance

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_3 ◽

2013 ◽

pp. 85-114 ◽

Author(s):

Ernst Eberlein

Keyword(s):

Mathematical Finance ◽

Valuation Methods

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A Dynamic Lévy Copula Model for the Spark Spread

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_9 ◽

2013 ◽

pp. 237-257 ◽

Author(s):

Thilo Meyer-Brandis ◽

Michael Morgan

Keyword(s):

Copula Model ◽

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Constrained Density Estimation

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_10 ◽

2013 ◽

pp. 259-284 ◽

Author(s):

Peter Laurence ◽

Ricardo J. Pignol ◽

Esteban G. Tabak

Keyword(s):

Density Estimation

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An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_8 ◽

2013 ◽

pp. 215-236 ◽

Author(s):

Álvaro Cartea ◽

Pablo Villaplana

Keyword(s):

Risk Premia ◽

Forward Prices ◽

Main Determinants

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Mathematics of Swing Options: A Survey

Quantitative Energy Finance ◽

10.1007/978-1-4614-7248-3_4 ◽

2013 ◽

pp. 115-133 ◽

Author(s):

Jukka Lempa

Keyword(s):

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