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 5 7 697
Derivatives pricing with marked point processes using Tick-by-tick data 0 0 0 43 2 7 12 155
Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing 0 0 1 267 5 6 11 544
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process 0 0 0 382 5 8 9 1,086
Fractional Diffusion Models of Option Prices in Markets with Jumps 0 0 0 277 1 5 7 773
How Does Duration Between Trades of Underlying Securities Affect Option Prices 0 0 0 48 4 5 8 260
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 17 1 4 7 94
How much should we pay for interconnecting electricity markets? A real options approach 0 0 2 98 2 12 19 186
Modelling Electricity Prices with Forward Looking Capacity Constraints 0 0 0 272 1 3 5 655
On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions 0 0 0 68 3 4 7 233
Option Pricing with Levy-Stable Processes 0 0 0 376 5 6 7 768
Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance 0 0 0 184 2 5 7 442
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium 0 0 0 252 3 5 8 789
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 1 1 2 453 4 10 35 1,112
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality 0 2 5 2,715 3 11 20 5,583
Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity 0 0 1 413 5 7 11 1,196
The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 46 0 4 6 257
The relationship between the volatility of returns and the number of jumps in financial markets 0 0 1 36 2 5 18 142
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts 0 0 0 296 3 7 12 770
Volatility and Covariation of Financial Assets: A High-Frequency Analysis 0 0 0 57 1 2 5 162
Volatility and covariation of financial assets: a high-frequency analysis 0 0 1 41 2 3 7 151
Where is the value in high frequency trading? 1 3 3 206 3 14 22 506
Total Working Papers 2 6 16 6,858 58 138 250 16,561

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 4 5 86
ALGORITHMIC TRADING WITH LEARNING 0 0 1 65 3 4 8 229
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis 0 0 0 13 1 1 1 50
Cross‐commodity analysis and applications to risk management 0 0 0 2 3 5 5 20
Derivatives pricing with marked point processes using tick-by-tick data 0 0 0 15 4 5 5 108
Fractional diffusion models of option prices in markets with jumps 0 0 0 16 4 7 12 86
How Duration Between Trades of Underlying Securities Affects Option Prices 0 0 0 9 0 2 6 86
How much should we pay for interconnecting electricity markets? A real options approach 0 0 1 32 5 7 17 115
Modelling Asset Prices for Algorithmic and High-Frequency Trading 0 0 0 56 4 8 14 183
Modelling Electricity Prices with Forward Looking Capacity Constraints 2 2 2 34 4 5 6 166
Optimal execution with limit and market orders 1 3 8 51 5 16 34 155
Optimal portfolio choice in real terms: Measuring the benefits of TIPS 0 0 1 20 2 4 7 91
Option pricing with Levy-Stable processes generated by Levy-Stable integrated variance 0 0 0 36 3 5 7 123
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium 0 2 2 71 5 8 11 246
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality 1 1 4 342 6 14 27 1,002
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES 0 0 4 56 5 8 19 156
Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity 0 0 1 106 3 8 17 353
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets 0 0 0 1 2 4 10 37
UK gas markets: The market price of risk and applications to multiple interruptible supply contracts 0 0 2 55 5 9 16 222
Volatility and covariation of financial assets: A high-frequency analysis 0 0 0 7 0 1 5 87
Where is the Value in High Frequency Trading? 0 0 0 9 2 9 19 75
Total Journal Articles 4 8 26 1,010 68 134 251 3,676

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 3 88 1 4 13 220
Total Chapters 0 0 3 88 1 4 13 220

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Statistics updated 2026-02-12