Rikard Green

Energy Quant Solutions Sweden

Ekelundsvägen 25

Lund, 22472

Sweden

SCHOLARLY PAPERS

4

DOWNLOADS

442

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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
Energy Quant Solutions Sweden, Örebro University and Lund University
Downloads 182 (248,502)

Abstract:

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2.

A Stochastic Time-Series Model for Solar Irradiation

Number of pages: 30 Posted: 04 Aug 2021
Karl Larsson, Rikard Green and Fred Espen Benth
Örebro University, Energy Quant Solutions Sweden and University of Oslo
Downloads 112 (364,700)

Abstract:

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Solar, irradiation, time series, photovoltaic, energy, seasonality, volatility, bimodal, risk

3.

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
Energy Quant Solutions Sweden
Downloads 82 (446,212)

Abstract:

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power markets, forward curve, seasonality, artificial neural networks

4.

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

Number of pages: 47 Posted: 06 Apr 2016 Last Revised: 23 Oct 2017
Energy Quant Solutions Sweden, Örebro University, Knut Wicksell Centre for Financial Studies, Lund University and Lund University - Department of Economics
Downloads 66 (502,955)
Citation 1

Abstract:

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