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 3 692
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 1 43 2 2 8 148
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 1 1 267 0 3 5 538
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 1 1 1 1,078
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 0 1 2 768
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 1 2 3 255
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 1 1 5 90
How much should we pay for interconnecting electricity markets? A real options approach 0 1 2 98 0 2 7 174
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 272 1 1 2 652
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 1 1 3 229
Option Pricing with Levy-Stable Processes 0 0 0 376 0 0 1 762
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 1 2 2 437
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 1 252 1 1 5 784
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 1 1 4 2,713 6 6 11 5,572
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 1 452 15 17 26 1,102
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 1 1 413 0 1 4 1,189
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 1 2 253
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 1 36 2 5 14 137
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 2 4 5 763
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 3 3 3 160
Volatility and covariation of financial assets: a high-frequency analysis 0 0 1 41 0 2 4 148
Where is the value in high frequency trading? 0 0 0 203 1 5 12 492
Total Working Papers 1 4 13 6,852 39 63 128 16,423

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 1 2 82
ALGORITHMIC TRADING WITH LEARNING 0 0 1 65 1 1 6 225
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 0 0 0 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 0 1 5 79
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 3 4 5 84
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 32 1 5 11 108
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 0 56 3 4 6 175
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 32 1 1 1 161
Optimal execution with limit and market orders 0 3 7 48 7 11 22 139
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 1 1 20 0 1 3 87
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 1 2 3 118
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 0 0 69 2 2 3 238
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 2 2 3 341 10 11 14 988
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 0 1 4 56 3 5 11 148
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 1 2 106 1 2 11 345
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 3 3 6 33
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 1 1 2 55 3 3 7 213
Volatility and covariation of financial assets: A high-frequency analysis 0 0 0 7 2 2 5 86
Where is the Value in High Frequency Trading? 0 0 0 9 4 5 11 66
Total Journal Articles 3 9 21 1,002 46 64 134 3,542

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 1 3 88 1 2 11 216
Total Chapters 1 1 3 88 1 2 11 216

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Statistics updated 2025-11-08