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 3 9 41 166 8 20 97 308
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 1 3 15 227 3 7 33 427
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 2 3 22 340 7 22 87 872
Fractional Diffusion Models of Option Prices in Markets with Jumps 1 5 19 128 3 14 68 303
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 2 12 28 5 12 55 105
Modelling Electricity Prices with Forward Looking Capacity Constraints 4 13 52 117 10 31 111 244
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 1 2 8 28 2 3 23 81
Option Pricing with Levy-Stable Processes 3 8 63 322 11 18 121 621
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 2 2 23 96 4 8 44 205
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 3 7 26 141 11 23 100 374
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 3 5 17 278 6 9 45 512
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 23 76 348 1,938 48 156 695 3,679
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 4 17 69 181 12 41 182 425
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 5 11 45 177 11 28 105 405
Total Working Papers 55 163 760 4,167 141 392 1,766 8,561

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 3 9 9 2 14 47 47
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 2 5 24 228 5 13 75 577
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 6 10 28 28 12 26 80 80
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 1 4 15 18 2 10 49 65
Total Journal Articles 9 22 76 283 21 63 251 769

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Statistics updated 2009-11-04