Jan Marckhoff

University of Bamberg

Kirschaeckerstrasse 39

Bamberg, 96045

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

181

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Jump Risk Premia in Short-Term Spread Options: Evidence from the German Electricity Market

Number of pages: 34 Posted: 17 Jul 2009
Jan Marckhoff and Matthias Muck
University of Bamberg and University of Bamberg
Downloads 92 (331,674)
Citation 2

Abstract:

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Electricity, Physical Transmission Right, Risk Premium, MCMC

2.

The Valuation of Long-Term Exchange Options in the German Electricity Market

Number of pages: 41 Posted: 13 May 2009
Jan Marckhoff
University of Bamberg
Downloads 89 (338,605)
Citation 1

Abstract:

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Electricity, Physical Transmission Right, Margrabe, MCMC

3.

Locational Price Spreads and the Pricing of Contracts for Difference: Evidence from the Nordic Market

Energy Economics, Vol. 31, No. 2, 2009
Posted: 09 May 2008 Last Revised: 15 May 2009
Jan Marckhoff and Jens Wimschulte
University of Bamberg and Independent

Abstract:

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Electricity, Contract for Difference, Implied Area Forward, Risk Premium