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 0 1 9 699
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 0 3 17 163
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 1 267 0 1 11 546
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 1 4 13 1,090
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 0 4 13 779
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 1 4 14 266
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 0 3 8 97
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 98 0 3 20 192
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 1 1 273 0 5 9 660
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 2 8 236
Option Pricing with Levy-Stable Processes 0 0 0 376 0 2 11 772
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 0 1 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 0 5 15 798
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 5 2,717 1 4 24 5,590
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 2 454 1 13 47 1,131
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 1 413 0 2 11 1,198
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 2 5 11 263
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 0 36 1 3 16 147
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 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 1 4 10 156
Where is the value in high frequency trading? 0 0 3 206 1 7 33 520
Total Working Papers 0 1 14 6,862 9 78 327 16,681

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 1 1 1 15 3 7 14 95
ALGORITHMIC TRADING WITH LEARNING 0 1 1 66 1 9 16 239
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 0 4 5 54
Cross‐commodity analysis and applications to risk management 1 2 2 4 1 4 9 24
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 0 7 13 116
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 1 4 15 92
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 0 2 8 88
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 33 1 5 21 123
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 3 4 60 0 8 25 196
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 3 35 1 2 10 170
Optimal execution with limit and market orders 4 5 19 63 6 14 64 190
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 1 20 1 5 13 99
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 0 1 10 126
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 1 2 5 74 2 9 24 260
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 1 5 344 3 11 38 1,015
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 1 4 8 63 3 11 38 181
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 1 106 0 3 25 367
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 1 9 38
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 1 55 0 2 16 225
Volatility and covariation of financial assets: A high-frequency analysis 0 1 1 8 0 5 9 93
Where is the Value in High Frequency Trading? 0 1 1 10 1 3 20 81
Total Journal Articles 8 21 54 1,046 24 117 402 3,872

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Volume Imbalance and Market Making* 0 3 8 94 1 9 20 233
Total Chapters 0 3 8 94 1 9 20 233

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Statistics updated 2026-07-10