Fakultetsgatan 1
SE-701 82
Örebro, 70210
Sweden
Örebro University
SSRN RANKINGS
in Total Papers Downloads
commodities, swaps, swaptions, HJM model, stochastic volatility
Oil prices, stochastic volatility, jump diffusion, Markov chain Monte Carlo
Stochastic volatility, option pricing, perturbations, asymptotic expansions, Malliavin calculus, displaced diffusion
Solar, irradiation, time series, photovoltaic, energy, seasonality, volatility, bimodal, risk
Energy Markets, Time-Varying Volatility Spillovers, Volatility Impulse Response Function, Skew-Student Asymmetric BEKK
Continuous time, Implied volatility dynamics, Affine, CEV, SEV
Equilibrium, Commodity, Optimal switching
heat waves, insurance, temperature, time series, climate risk, weather derivatives
Stochastic volatility, option pricing, perturbations, flows
