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 4 690
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 2 43 1 1 8 144
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 0 266 0 0 0 533
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 0 0 1 1,077
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 0 0 2 766
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 0 0 0 252
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 1 3 3 88
How much should we pay for interconnecting electricity markets? A real options approach 1 1 4 97 2 2 6 169
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 2 272 1 1 3 651
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 0 1 226
Option Pricing with Levy-Stable Processes 0 0 1 376 0 0 3 761
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 0 0 0 435
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 1 1 252 1 3 4 782
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 1 1 6 2,711 1 2 10 5,564
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 1 451 3 4 11 1,080
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 0 412 0 0 4 1,185
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 1 1 3 252
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 0 35 0 1 2 124
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 0 0 758
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 0 40 0 0 1 144
Where is the value in high frequency trading? 0 0 1 203 0 3 7 484
Total Working Papers 2 3 18 6,844 11 22 73 16,322

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 2 14 0 1 8 81
ALGORITHMIC TRADING WITH LEARNING 1 1 4 65 1 2 13 222
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 1 2 0 0 2 15
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 0 1 2 103
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 1 1 5 75
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 0 0 1 80
How much should we pay for interconnecting electricity markets? A real options approach 0 0 2 31 0 1 4 98
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 1 56 0 0 1 169
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 32 0 0 0 160
Optimal execution with limit and market orders 0 1 7 43 1 4 16 122
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 0 19 0 0 1 84
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 1 36 0 1 3 116
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 0 1 69 0 0 1 235
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 0 2 338 0 1 3 975
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 0 0 4 52 0 0 7 137
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 1 5 105 1 3 16 337
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 0 1 27
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 2 53 1 1 4 207
Volatility and covariation of financial assets: A high-frequency analysis 0 0 1 7 0 0 2 82
Where is the Value in High Frequency Trading? 0 0 1 9 1 1 8 57
Total Journal Articles 1 3 34 985 6 17 98 3,431

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 0 10 85 1 3 23 208
Total Chapters 0 0 10 85 1 3 23 208

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Statistics updated 2025-03-03