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 4 5 7 696
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 3 7 10 153
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 1 267 1 1 6 539
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 2 4 4 1,081
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 2 4 6 772
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 0 2 4 256
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 2 4 8 93
How much should we pay for interconnecting electricity markets? A real options approach 0 0 2 98 5 10 17 184
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 272 0 3 4 654
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 1 2 4 230
Option Pricing with Levy-Stable Processes 0 0 0 376 0 1 2 763
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 2 4 5 440
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 0 252 2 3 6 786
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 3 5 2,715 2 14 18 5,580
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 1 452 4 21 31 1,108
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 1 413 1 2 6 1,191
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 3 4 6 257
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 1 36 0 5 17 140
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 1 6 9 767
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 0 4 4 161
Volatility and covariation of financial assets: a high-frequency analysis 0 0 1 41 1 1 5 149
Where is the value in high frequency trading? 1 2 2 205 4 12 20 503
Total Working Papers 1 5 14 6,856 40 119 199 16,503

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 0 14 1 3 4 84
ALGORITHMIC TRADING WITH LEARNING 0 0 1 65 0 2 6 226
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 2 2 2 17
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 0 1 2 104
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 2 3 8 82
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 2 5 6 86
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 32 1 3 13 110
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 0 56 1 7 10 179
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 32 0 2 2 162
Optimal execution with limit and market orders 0 2 8 50 6 18 31 150
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 1 20 1 2 5 89
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 0 3 4 120
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 1 2 2 71 2 5 6 241
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 2 3 341 6 18 22 996
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 0 0 4 56 1 6 14 151
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 2 106 4 6 15 350
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 5 8 35
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 1 2 55 1 7 11 217
Volatility and covariation of financial assets: A high-frequency analysis 0 0 0 7 0 3 5 87
Where is the Value in High Frequency Trading? 0 0 0 9 5 11 17 73
Total Journal Articles 1 7 24 1,006 35 112 191 3,608

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 3 88 1 4 14 219
Total Chapters 0 1 3 88 1 4 14 219

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Statistics updated 2026-01-09