Access Statistics for Álvaro Cartea

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Commodity Analysis and Applications to Risk Management 0 0 0 311 1 2 9 699
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 2 7 18 162
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 1 267 1 2 11 546
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 2 2 11 1,088
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 3 5 12 778
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 3 5 13 265
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 1 1 6 95
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 98 3 6 20 192
Modelling Electricity Prices with Forward Looking Capacity Constraints 1 1 1 273 5 5 9 660
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 2 3 8 236
Option Pricing with Levy-Stable Processes 0 0 0 376 2 4 11 772
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 1 2 9 444
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 0 252 4 8 15 797
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 2 6 2,717 2 5 24 5,588
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 3 454 8 14 46 1,126
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 1 413 2 2 11 1,198
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 3 4 9 261
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 0 36 2 4 19 146
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 2 2 13 772
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 0 0 5 162
Volatility and covariation of financial assets: a high-frequency analysis 0 0 0 41 3 4 9 155
Where is the value in high frequency trading? 0 0 3 206 5 12 33 518
Total Working Papers 1 4 16 6,862 57 99 321 16,660

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS 0 0 0 14 2 4 9 90
ALGORITHMIC TRADING WITH LEARNING 1 1 1 66 8 9 15 238
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 4 4 5 54
Cross‐commodity analysis and applications to risk management 0 0 0 2 2 2 7 22
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 7 8 13 116
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 2 4 14 90
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 1 1 7 87
How much should we pay for interconnecting electricity markets? A real options approach 0 1 2 33 2 5 22 120
Modelling Asset Prices for Algorithmic and High-Frequency Trading 2 3 3 59 5 10 24 193
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 1 3 35 1 3 9 169
Optimal execution with limit and market orders 0 7 15 58 6 27 60 182
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 1 20 4 7 13 98
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 1 3 10 126
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 1 3 72 4 9 19 255
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 1 2 5 344 4 6 31 1,008
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 2 5 7 61 4 18 32 174
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 1 106 2 13 29 366
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 1 1 11 38
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 2 55 2 3 17 225
Volatility and covariation of financial assets: A high-frequency analysis 1 1 1 8 3 4 8 91
Where is the Value in High Frequency Trading? 1 1 1 10 2 5 20 80
Total Journal Articles 8 23 45 1,033 67 146 375 3,822

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Volume Imbalance and Market Making* 3 6 9 94 6 10 21 230
Total Chapters 3 6 9 94 6 10 21 230

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Statistics updated 2026-05-06