UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts
Cartea, Á
(01 Jan 2006)
Pricing Forward Contracts in Power Markets By the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium
Benth, F
Cartea, Á
Kiesel, R
(01 Jan 2007)
Modelling Electricity Prices with Forward Looking Capacity Constraints
Cartea, Á
Figueroa, M
Geman, H
(01 Jan 2008)
Volatility and Covariation of Financial Assets: A High-Frequency Analysis
Cartea, Á
Karyampas, D
(01 Jan 2009)
How Much Should We Pay for Interconnecting Electricity Markets? A Real Options Approach
Cartea, Á
Pedraz, C
(01 Jan 2010)
Derivatives Pricing with Marked Point Processes Using Tick-by-Tick Data
Cartea, Á
(01 Jan 2010)
Where is the Value in High Frequency Trading?
Cartea, Á
Penalva, J
(01 Jan 2011)
Irreversible Investments and Ambiguity Aversion
Cartea, Á
Jaimungal, S
(01 Jan 2011)
Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Cartea, Á
Jaimungal, S
(01 Jan 2012)
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Cartea, Á
Villaplana, P
(01 Jan 2012)