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 2 691
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 2 43 0 0 7 146
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 1 1 267 0 3 5 538
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 0 0 0 1,077
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 1 2 2 768
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 0 2 2 254
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 0 0 4 89
How much should we pay for interconnecting electricity markets? A real options approach 1 1 2 98 2 2 7 174
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 272 0 0 1 651
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 0 2 228
Option Pricing with Levy-Stable Processes 0 0 0 376 0 1 2 762
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 0 1 1 436
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 1 252 0 0 4 783
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 1 452 0 3 11 1,087
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 3 2,712 0 0 5 5,566
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 1 1 1 413 1 2 4 1,189
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 1 3 253
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 1 36 2 4 12 135
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 2 2 3 761
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 0 0 0 157
Volatility and covariation of financial assets: a high-frequency analysis 0 0 1 41 0 2 4 148
Where is the value in high frequency trading? 0 0 0 203 2 4 13 491
Total Working Papers 2 3 13 6,851 10 30 94 16,384

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 1 14 0 0 4 81
ALGORITHMIC TRADING WITH LEARNING 0 0 2 65 0 1 6 224
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 0 0 0 49
Cross‐commodity analysis and applications to risk management 0 0 0 2 0 0 0 15
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 0 0 2 103
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 1 2 5 79
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 0 1 2 81
How much should we pay for interconnecting electricity markets? A real options approach 0 0 2 32 3 5 12 107
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 0 56 0 1 3 172
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 32 0 0 0 160
Optimal execution with limit and market orders 0 4 9 48 0 6 18 132
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 1 1 1 20 1 1 3 87
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 0 1 2 117
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 0 0 69 0 0 1 236
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 0 1 339 1 1 4 978
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 0 1 4 56 1 2 10 145
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 1 1 2 106 1 2 10 344
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 1 3 30
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 2 54 0 1 5 210
Volatility and covariation of financial assets: A high-frequency analysis 0 0 1 7 0 0 4 84
Where is the Value in High Frequency Trading? 0 0 1 9 1 1 10 62
Total Journal Articles 2 7 26 999 9 26 104 3,496

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 1 4 87 1 2 12 215
Total Chapters 0 1 4 87 1 2 12 215

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06