Jan Seifert

University of Karlsruhe (TH)

Financial Engineering and Derivatives

D-76128 Karlsruhe

Germany

SCHOLARLY PAPERS

2

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766

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Modelling Jumps in Electricity Prices: Theory and Empirical Evidence

Number of pages: 38 Posted: 23 May 2006
Jan Seifert and Marliese Uhrig-Homburg
University of Karlsruhe (TH) and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 766 (47,165)
Citation 8

Abstract:

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electricity prices, jump diffusion, derivatives pricing

2.

Dynamic Behavior of CO2 Spot Prices

Journal of Environmental Economics and Management, Vol. 56, No. 2, pp. 180-194, September 2008
Posted: 05 Mar 2008 Last Revised: 17 Feb 2014
University of Karlsruhe (TH), Karlsruhe Institute of Technology (KIT) - Institute for Finance and University of Karlsruhe (TH)

Abstract:

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CO2 emission certificates, emissions trading, spot price process, stochastic optimal control