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 1 2 8 698
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 4 7 16 160
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 1 267 0 6 11 545
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 0 5 9 1,086
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 2 3 9 775
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 1 6 10 262
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 0 1 6 94
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 98 2 5 18 189
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 272 0 1 4 655
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 4 6 234
Option Pricing with Levy-Stable Processes 0 0 0 376 0 7 9 770
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 1 3 8 443
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 0 252 1 7 11 793
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 1 2 3 454 4 10 38 1,118
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 1 2 6 2,717 1 6 22 5,586
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 1 413 0 5 9 1,196
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 1 1 6 258
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 1 36 2 4 20 144
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 3 11 770
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 0 1 5 162
Volatility and covariation of financial assets: a high-frequency analysis 0 0 0 41 0 3 6 152
Where is the value in high frequency trading? 0 1 3 206 3 10 28 513
Total Working Papers 2 5 16 6,861 23 100 270 16,603

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 4 7 88
ALGORITHMIC TRADING WITH LEARNING 0 0 0 65 0 4 8 230
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 0 1 1 50
Cross‐commodity analysis and applications to risk management 0 0 0 2 0 3 5 20
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 1 5 6 109
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 2 6 13 88
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 0 0 6 86
How much should we pay for interconnecting electricity markets? A real options approach 0 1 2 33 2 8 20 118
Modelling Asset Prices for Algorithmic and High-Frequency Trading 1 1 1 57 5 9 19 188
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 3 3 35 1 6 8 168
Optimal execution with limit and market orders 5 8 15 58 12 26 54 176
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 1 20 2 5 10 94
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 0 5 9 125
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 1 1 3 72 3 10 16 251
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 2 5 343 1 8 29 1,004
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 2 3 7 59 6 19 32 170
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 1 106 3 14 27 364
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 2 10 37
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 2 55 1 6 16 223
Volatility and covariation of financial assets: A high-frequency analysis 0 0 0 7 1 1 5 88
Where is the Value in High Frequency Trading? 0 0 0 9 1 5 19 78
Total Journal Articles 9 19 40 1,025 42 147 320 3,755

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Volume Imbalance and Market Making* 3 3 6 91 4 5 15 224
Total Chapters 3 3 6 91 4 5 15 224

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Statistics updated 2026-04-09