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 2 9 699
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 1 7 18 163
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 1 267 0 1 11 546
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 1 3 12 1,089
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 1 6 13 779
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 0 4 13 265
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 2 3 8 97
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 98 0 5 20 192
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 1 1 273 0 5 9 660
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 2 8 236
Option Pricing with Levy-Stable Processes 0 0 0 376 0 2 11 772
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 0 2 9 444
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 0 252 1 6 15 798
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 6 2,717 1 4 25 5,589
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 3 454 4 16 49 1,130
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 1 413 0 2 11 1,198
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 4 9 261
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 0 36 0 4 17 146
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 2 13 772
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 0 0 5 162
Volatility and covariation of financial assets: a high-frequency analysis 0 0 0 41 0 3 9 155
Where is the value in high frequency trading? 0 0 3 206 1 9 34 519
Total Working Papers 0 3 16 6,862 12 92 328 16,672

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 2 5 11 92
ALGORITHMIC TRADING WITH LEARNING 0 1 1 66 0 8 15 238
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 0 4 5 54
Cross‐commodity analysis and applications to risk management 1 1 1 3 1 3 8 23
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 0 8 13 116
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 1 5 14 91
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 1 2 8 88
How much should we pay for interconnecting electricity markets? A real options approach 0 0 2 33 2 6 23 122
Modelling Asset Prices for Algorithmic and High-Frequency Trading 1 4 4 60 3 13 26 196
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 3 35 0 2 9 169
Optimal execution with limit and market orders 1 6 15 59 2 20 61 184
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 1 20 0 6 13 98
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 0 1 10 126
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 1 2 4 73 3 10 22 258
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 1 5 344 4 9 35 1,012
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 1 5 7 62 4 14 35 178
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 1 106 1 6 26 367
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 1 10 38
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 1 55 0 3 16 225
Volatility and covariation of financial assets: A high-frequency analysis 0 1 1 8 2 6 10 93
Where is the Value in High Frequency Trading? 0 1 1 10 0 3 19 80
Total Journal Articles 5 22 47 1,038 26 135 389 3,848

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 6 9 94 2 12 21 232
Total Chapters 0 6 9 94 2 12 21 232

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Statistics updated 2026-06-04