Energy markets

• Risk management

Do trading and power operations mix? The case of Constellation Energy Group in 2008

• 28 Mar 2012

• Risk management

Power spot price models with negative prices

• 12 Jan 2012

• Original research

Risk-adequate pricing of retail power contracts

• 12 Jan 2012

• Original research

Gas storage valuation using a multifactor price process

• 12 Jan 2012

• Original research

Gasoline price volatility and presidential elections in the United States: a linear model approach

• 14 Sep 2011

• Original research

High-frequency oil-foreign-exchange interdependence

• 14 Sep 2011

• Original research

Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies

• 14 Sep 2011

• Original research

Future spot gas prices in the US and the UK: are movements more influenced by country factors or by global factors?

• 14 Sep 2011

• Original research

Oil demand and energy security in Asian countries

• 15 Jun 2011

• Original research

Parametric approaches to risk management for natural gas prices: an out-of-sample evaluation

• 15 Jun 2011

• Original research

Implied volatility surface reconstruction for energy markets: spot price modeling versus surface parametrization

• 15 Jun 2011

• Original research

The multiple-mean-reversion jump-diffusion model for Nordic electricity spot prices

• 15 Jun 2011

• Original research

Robust estimation of integrated variance and quarticity under flat price and no trading bias

Research Papers

• 24 Feb 2011

• Original research

Some stylized facts about high-frequency Nord Pool forward electricity prices

Research Papers

• 24 Feb 2011

• Original research

Reciprocal energy-switching options

• 24 Feb 2011

• Original research

The biased short-term futures price at Nord Pool: can it really be a risk premium?

• 24 Feb 2011

• Original research

Transmission capacity between Norway and Germany: a real options analysis

• 24 Feb 2011

• Risk management

Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution

Reseach Papers

• 20 Sep 2010

• Original research

Corporate risk management in European energy markets

Research Papers

• 26 Mar 2010

• Risk management

Structural interactions of European carbon trading and energy prices

Research Papers

• 10 Dec 2009

• Original research

Market power in the German wholesale electricity market

Research Papers

• 15 Jun 2009

• Risk management

Stochastic behavior of the electricity bid stack: from fundamental drivers to power prices

• 26 Mar 2009