27 citations to 10.1142/S0219024904002396 (Crossref Cited-By Service)
  1. Alice Guerini, Andrea Marziali, Giuseppe De Nicolao, “MCMC calibration of spot‐prices models in electricity markets”, Appl Stoch Models Bus & Ind, 36, no. 1, 2020, 62  crossref
  2. Francisco J. Díaz-Borrego, Bernabé Escobar-Peréz, María del Mar Miras-Rodríguez, “Estimating copper concentrates benchmark prices under dynamic market conditions”, Resources Policy, 70, 2021, 101959  crossref
  3. W.J. Hinderks, A. Wagner, “Factor models in the German electricity market: Stylized facts, seasonality, and calibration”, Energy Economics, 85, 2020, 104351  crossref
  4. THILO MEYER-BRANDIS, PETER TANKOV, “MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES”, Int. J. Theor. Appl. Finan., 11, no. 05, 2008, 503  crossref
  5. SAMUEL HIKSPOORS, SEBASTIAN JAIMUNGAL, “ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING”, Int. J. Theor. Appl. Finan., 10, no. 07, 2007, 1111  crossref
  6. Anatoliy V. Swishchuk, “Stochastic Modelling and Pricing of Electricity and Related Markets' Contracts with Local Stochastic Delayed and Jumped Volatilities”, SSRN Journal, 2010  crossref
  7. Thomas Bollinger, Axel H. Kind, “Risk Premiums in the Cross-Section of Commodity Convenience Yields”, SSRN Journal, 2010  crossref
  8. Dennis Frestad, Fred Espen Benth, Steen Koekebakker, “Modeling Term Structure Dynamics in the Nordic Electricity Swap Market”, The Energy Journal, 31, no. 2, 2010, 53  crossref
  9. Fred Espen Benth, Asma Khedher, The Fascination of Probability, Statistics and their Applications, 2016, 153  crossref
  10. Maren Diane Schmeck, “Pricing Options on Forwards in Energy Markets: The Role of Mean Reversion's Speed”, SSRN Journal, 2016  crossref
1
2
3
Next