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 4 690
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 2 43 0 1 7 144
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 0 266 1 2 2 535
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 0 0 1 1,077
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 0 0 2 766
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 0 0 0 252
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 1 2 4 89
How much should we pay for interconnecting electricity markets? A real options approach 0 1 3 97 1 5 7 172
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 272 0 1 1 651
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 2 2 228
Option Pricing with Levy-Stable Processes 0 0 1 376 0 0 2 761
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 0 0 0 435
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 1 252 0 1 4 782
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 0 1 451 0 3 9 1,080
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 5 2,711 0 1 8 5,564
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 0 412 0 2 6 1,187
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 1 3 252
The relationship between the volatility of returns and the number of jumps in financial markets 1 1 1 36 3 3 5 127
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 1 1 759
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 0 0 0 157
Volatility and covariation of financial assets: a high-frequency analysis 0 1 1 41 0 2 3 146
Where is the value in high frequency trading? 0 0 0 203 0 1 7 485
Total Working Papers 1 4 15 6,846 6 28 78 16,339

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 1 14 0 0 5 81
ALGORITHMIC TRADING WITH LEARNING 0 1 4 65 1 2 12 223
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 1 2 0 0 2 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 1 2 5 76
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 0 0 1 80
How much should we pay for interconnecting electricity markets? A real options approach 0 0 2 31 0 0 4 98
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 1 56 0 0 1 169
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 32 0 0 0 160
Optimal execution with limit and market orders 0 0 7 43 0 1 15 122
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 0 19 1 1 2 85
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 1 36 0 0 3 116
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 0 1 69 1 1 2 236
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 1 1 3 339 2 2 5 977
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 2 2 6 54 4 5 11 142
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 4 105 0 1 11 337
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 0 0 0 27
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 2 53 1 2 5 208
Volatility and covariation of financial assets: A high-frequency analysis 0 0 1 7 0 1 3 83
Where is the Value in High Frequency Trading? 0 0 1 9 1 4 11 60
Total Journal Articles 3 4 35 988 12 22 100 3,447

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 6 85 0 2 15 209
Total Chapters 0 0 6 85 0 2 15 209

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Statistics updated 2025-05-12