.
Villaplana, Pablo's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
3,405
Total
Citations
38
1.
Escribano, Álvaro Universidad Carlos III de Madrid - Department of Economics
Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
Villaplana, Pablo Comisión Nacional de Energía
1,502
(4,648)
electricity prices, seasonality, mean reversion, GARCH, jumps, unit root test, bootstrap
2.
Cartea, Álvaro University College London
Villaplana, Pablo Comisión Nacional de Energía
Posted:
25 Oct 07
Last Revised:
11 Mar 13
1,268
(6,242)
6
power prices, demand, capacity, forward premium, forward bias, market price of capacity risk, market price of demand risk, PJM, England and Wales, Nord Pool
3.
Villaplana, Pablo Comisión Nacional de Energía
513
(24,642)
4
4.
Cartea, Álvaro University College London
Villaplana, Pablo Comisión Nacional de Energía
105
(130,456)
Electricity forward premia, forward risk premium, electricity prices
5.
Serna, Gregorio University of Castilla, La Mancha
Villaplana, Pablo Comisión Nacional de Energía
14
(296,213)
Spot electricity prices, GARCH models, conditional volatility, conditional skewness, Gram-Charlier expansions
6.
Escribano, Alvaro affiliation not provided to SSRN
Ignacio Peña, J. affiliation not provided to SSRN
Villaplana, Pablo Comisión Nacional de Energía
3
(330,702)
28
Records 1 -
6
of 6 matches
[
1
]
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 0.188 seconds