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 8 699
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 0 0 17 163
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 0 267 0 0 8 546
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 1 3 15 1,092
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 0 0 12 779
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 1 2 13 267
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 0 0 8 97
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 98 2 4 24 196
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 1 273 0 0 9 660
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 0 0 8 236
Option Pricing with Levy-Stable Processes 0 0 0 376 0 0 10 772
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 0 0 8 444
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 0 252 0 0 15 798
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 1 6 2,718 1 5 28 5,594
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 1 1 3 455 2 5 48 1,135
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 1 2 414 0 1 11 1,199
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 3 11 264
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 0 36 0 1 14 147
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 0 0 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 2 9 157
Where is the value in high frequency trading? 0 0 3 206 2 3 33 522
Total Working Papers 1 3 16 6,865 9 29 327 16,701

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 1 1 15 3 6 17 98
ALGORITHMIC TRADING WITH LEARNING 1 2 3 68 1 4 18 242
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 1 3 8 57
Cross‐commodity analysis and applications to risk management 0 1 2 4 0 1 9 24
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 0 0 13 116
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 0 2 15 93
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 1 2 9 90
How much should we pay for interconnecting electricity markets? A real options approach 0 1 2 34 0 2 20 124
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 4 60 3 4 28 200
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 3 35 0 2 11 171
Optimal execution with limit and market orders 0 5 16 64 4 18 70 202
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 1 20 0 1 13 99
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 0 0 9 126
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 1 5 74 1 6 28 264
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 0 0 5 344 1 6 41 1,018
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 3 6 12 68 5 14 48 192
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 1 106 0 2 26 369
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 1 2 10 40
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 1 55 1 2 17 227
Volatility and covariation of financial assets: A high-frequency analysis 0 0 1 8 0 0 9 93
Where is the Value in High Frequency Trading? 0 0 1 10 1 4 23 84
Total Journal Articles 4 17 58 1,055 23 81 442 3,929

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 7 94 0 1 19 233
Total Chapters 0 0 7 94 0 1 19 233

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Statistics updated 2026-09-10