NUEVO: Riders on the storm: measuring and managing nonmarket risks
201412 – I+D – Stress Test EIOPA
Electricity prices & Power derivatives (Lucía – Schartz Jun 2000)
Pricing modelling and managing energy derivatives (Positron energy consulting)
Practical technique to price exotic energy options (Dr. Chris Strickland)
Harvard electricity Policy Group. Market Power and Market Makers (Richard A. Shilts)
The Challenges of Pricing and Risk Management of Energy derivatives (Les Clelow)
Comportamiento del precio y volatilidad en el pool eléctrico español (Angel León – Antonio Rubia)
El precio en el mercado español de electricidad (Miguel A. Lasheras)
Risk analysis of swing contracts (Clelow – Strickland – Kaminski)
Don’t ignore the spikes (Robert Ethier – Gary Dorris)
Extending mean reversion, jump diffusion (2000. Clelow – Strickland – Kaminski)
Making the most of mean reversion (2000. Clelow – Strickland – Kaminski)
Which VaR for energy derivatives? (2000. Clelow – Strickland – Kaminski)
Valuing energy options ina one factor model fitted to forward prices (Apr 1999 Clelow – Strickalnd)