Cost evaluation of credit risk securitization in the electricity industry: credit default acceptance vs. margining costs

A lattice-based method for valuing swing option contracts under the Threshold model

Investigations on Factors Influencing the Operational Benefit of Stochastic Optimization in Generation and Trading Planning

Covariance estimation using high-frequency data: An Analysis of Nord Pool electricity forward data

A comparison of extended electricity price models considering the impact of wind energy feed-in

Asian basket options and implied correlations

Seasonality in energy prices: From a term structure model to an affine model

Sufficient and necessary conditions for perpetual multi-assets exchange options

Explaining Time-Varying Risk of Electricity Forwards: Trading Activity and News Announcements

On Clearing Coupled Day-Ahead Electricity Markets

Liquidity Risks on Power Exchanges

On Optimal Exercise Of Swing Options In Electricity Markets

Localizing temperature risk

Valuation of VPP contracts under a lognormal swap market model

Components of the Forward Market Premium in Electricity

Risk-Neutral Pricing of Financial Instruments in Emission Markets - A Hybrid Approach

Modelling electricity forward markets by ambit fields

CO2 spot and futures price analysis for EEX and ECX

Interaction of spot and future prices for electricity

Hedging with CO2 allowances: the ECX market

Stochastic estimation of energy resources and prices via neural network adapted stable processes

A Spot Price Model with Short-, Medium- and Long-Term Components

Convenience Yield-Based Pricing of Commodity Futures

Power spot price models with negative prices

Gas storage valuation using a multi-factor price process

Modeling electricity prices: spots, forwards and the risk premium

Storage option: an Analytic approach

A SETARX model for spikes and antispikes in electricity markets

Hedging and Optimizing Gas Storage from a Trader’s Perspective