Paul Edge

EDP - Energias de Portugal

Praça Marquês de Pomba

12 1250-162

Lisbon

Portugal

SCHOLARLY PAPERS

3

DOWNLOADS

141

CITATIONS

0

Scholarly Papers (3)

1.

Spot and Forward Rates of Single Factor Mean Reverting Levy Processes

Number of pages: 15 Posted: 31 Mar 2012
Paul Edge
EDP - Energias de Portugal
Downloads 40 (330,046)

Abstract:

Levy, Option, Forward, Spot, Inverse Gaussian, Variance Gamma

2.

Previsão e Análise de Causalidade para Medição do Risco de Mercado (Forecasting and Causality Analysis for Market Risk Quantification)

Number of pages: 25 Posted: 02 Dec 2012 Last Revised: 03 Dec 2012
EDP, EDP - Energias de Portugal and EDP - Energias de Portugal
Downloads 35 (339,381)

Abstract:

previsão, tendências, volatilidades, correlações

3.

An Approximation of Counterparty Credit Risk in Long Term Power Purchase Agreements (PPAs)

Number of pages: 4 Posted: 29 Mar 2015
Paul Edge
EDP - Energias de Portugal
Downloads 23 (296,566)

Abstract:

Contracts, Finance, Power Generation Economics, Risk Analysis