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 8 699
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 0 0 17 163
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 0 267 1 1 9 547
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 0 2 15 1,092
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 0 0 11 779
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 0 1 13 267
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 1 1 9 98
How much should we pay for interconnecting electricity markets? A real options approach 0 0 0 98 0 4 22 196
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 1 273 1 1 10 661
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 0 8 236
Option Pricing with Levy-Stable Processes 0 0 0 376 0 0 10 772
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 0 0 8 444
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 0 252 1 1 16 799
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 6 2,718 1 5 29 5,595
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 3 455 2 6 50 1,137
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 1 1 414 1 2 11 1,200
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 1 11 264
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 0 36 1 1 13 148
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 0 11 772
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 1 1 6 163
Volatility and covariation of financial assets: a high-frequency analysis 0 0 0 41 0 1 9 157
Where is the value in high frequency trading? 1 1 4 207 2 4 33 524
Total Working Papers 1 4 15 6,866 12 32 329 16,713

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 2 16 2 5 19 100
ALGORITHMIC TRADING WITH LEARNING 0 2 3 68 0 3 18 242
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 0 3 8 57
Cross‐commodity analysis and applications to risk management 0 0 2 4 0 0 9 24
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 1 1 14 117
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 2 3 16 95
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 0 2 9 90
How much should we pay for interconnecting electricity markets? A real options approach 0 1 2 34 3 4 20 127
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 4 60 3 7 31 203
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 3 35 1 2 12 172
Optimal execution with limit and market orders 1 2 17 65 4 16 74 206
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 0 20 1 1 13 100
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 1 1 10 127
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 0 5 74 3 7 31 267
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 0 5 344 1 4 41 1,019
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 0 5 12 68 3 14 50 195
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 0 106 0 2 25 369
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 2 10 40
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 1 55 3 5 20 230
Volatility and covariation of financial assets: A high-frequency analysis 1 1 2 9 1 1 10 94
Where is the Value in High Frequency Trading? 0 0 1 10 4 7 26 88
Total Journal Articles 3 12 59 1,058 33 90 466 3,962

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 7 94 1 1 19 234
Total Chapters 0 0 7 94 1 1 19 234

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Statistics updated 2026-10-11