Antti Klemola

University of Vaasa

P.O. Box 700

Wolffintie 34

FIN-65101 Vaasa, FI-65101

Finland

SCHOLARLY PAPERS

2

DOWNLOADS

49

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Covered Option Strategies in Nordic Electricity Markets

Journal of Energy Markets, September 2015
Number of pages: 34 Posted: 20 Jan 2016
Antti Klemola and Jukka Sihvonen
University of Vaasa and Aalto University
Downloads 49 (422,665)

Abstract:

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option strategy, forward contract, electricity market, Nord Pool

2.

Dynamic Delta Option Strategies in Nordic Electricity Markets

Journal of Energy Markets, Vol. 11, No. 4, 2018
Number of pages: 24 Posted: 10 Dec 2018
Antti Klemola
University of Vaasa
Downloads 0 (720,567)
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Abstract:

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Nasdaq OMX Commodities Europe, futures; options, electricity, dynamic delta, option strategy