Rikard Green (Former)
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- 2018
-
Mark
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
- Contribution to journal › Article
- 2016
-
Mark
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
(2016) In Working Paper
- Working paper/Preprint › Working paper
- 2015
-
Mark
Closed Form Valuation of Three-Asset Spread Options With a view towards Clean Dark Spreads
- Working paper/Preprint › Working paper
- 2014
-
Mark
A Power Market Forward Curve with Hydrology Dependence - An Approach based on Artificial Neural Networks
(2014)
- Working paper/Preprint › Working paper
- 2013
-
Mark
Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
- Contribution to journal › Article
- 2012
-
Mark
Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
- Working paper/Preprint › Working paper
- 2009
-
Mark
Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets
- Thesis › Doctoral thesis (compilation)
- 2008
-
Mark
Markov Chain Monte Carlo Estimation of a Multi-Factor Jump Diffusion Model for Power Prices
- Contribution to journal › Article
- 2007
-
Mark
Essays on Financial Risks
(2007)
- Thesis › Licentiate thesis