Rikard Green

Lund University - Department of Economics

Research Fellow

P.O. Box 7082

S-220 07 Lund

Sweden

SCHOLARLY PAPERS

3

DOWNLOADS

209

CITATIONS

0

Scholarly Papers (3)

1.

Pricing Electricity Swaptions Under a Stochastic Volatility Term-Structure Model

Number of pages: 26 Posted: 18 Oct 2012 Last Revised: 30 Jun 2013
Rikard Green, Karl Larsson and Marcus Nossman
Lund University - Department of Economics, Statistics Sweden and Lund University
Downloads 99 (195,542)

Abstract:

2.

A Power Market Forward Curve with Hydrology Dependence - An Approach Based on Artificial Neural Networks

Number of pages: 29 Posted: 26 Apr 2014
Rikard Green
Lund University - Department of Economics
Downloads 38 (308,077)

Abstract:

power markets, forward curve, seasonality, artificial neural networks

3.

Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets

Number of pages: 51 Posted: 06 Apr 2016 Last Revised: 31 May 2017
Lund University - Department of Economics, Statistics Sweden, Knut Wicksell Centre for Financial Studies, Lund University and Lund University - Department of Economics
Downloads 0 (373,490)

Abstract:

Energy Forward Markets, Time-Varying Volatility Spillovers, Volatility Impulse Response Function, Skew-Student Asymmetric BEKK