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 0 3 690
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 2 43 0 2 7 146
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 0 266 0 0 2 535
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 1 1 2 767
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 1 1 1 253
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 0 0 2 97 0 0 6 172
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 1 376 1 1 3 762
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 0 1 252 0 1 4 783
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 4 2,712 0 2 7 5,566
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 1 452 1 5 12 1,085
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 0 412 1 1 4 1,188
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 0 3 252
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 1 36 1 5 10 132
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 0 1 759
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 0 3 146
Where is the value in high frequency trading? 0 0 0 203 0 2 9 487
Total Working Papers 0 2 13 6,848 6 21 85 16,360

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 5 81
ALGORITHMIC TRADING WITH LEARNING 0 0 2 65 1 1 8 224
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 1 2 0 0 2 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 6 78
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 1 2 32 1 5 8 103
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 1 56 0 2 3 171
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 32 0 0 0 160
Optimal execution with limit and market orders 1 2 6 45 2 6 16 128
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 0 19 0 1 2 86
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 0 0 2 116
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 2 236
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 0 2 339 0 0 4 977
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 0 1 4 55 0 1 9 143
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 3 105 1 6 11 343
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 1 3 3 30
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 1 3 54 1 2 6 210
Volatility and covariation of financial assets: A high-frequency analysis 0 0 1 7 0 1 4 84
Where is the Value in High Frequency Trading? 0 0 1 9 0 1 10 61
Total Journal Articles 1 5 28 993 8 31 104 3,478

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Volume Imbalance and Market Making* 1 2 6 87 1 5 17 214
Total Chapters 1 2 6 87 1 5 17 214

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Statistics updated 2025-08-05