| dc.date.accessioned | 2023-09-12T16:16:44Z | |
| dc.date.available | 2023-09-12T16:16:44Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | http://hdl.handle.net/10852/104981 | |
| dc.language.iso | en | en_US |
| dc.relation.haspart | Paper I / Chapter 2: BENTH, Fred Espen; SOLANILLA BLANCO, Sara Ana. Forward prices in markets driven by continuous-time autoregressive processes. In: 2012 Recent Advances in Financial Engineering: Proceedings of the International Workshop on Finance 2012. 2014. p. 1-24. An author version is included in the thesis. The published version is available at: https://doi.org/10.1142/9789814571647_0001 | |
| dc.relation.haspart | Paper II / Chapter 3: BENTH, Fred Espen; BLANCO, Sara Ana Solanilla. Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes. International Journal of Theoretical and Applied Finance, 2015, 18.02: 1550010. An author version is included in the thesis. The published version is available at: https://doi.org/10.1142/S0219024915500107 | |
| dc.relation.haspart | Paper III / Chapter 3: Approximation of the HDD and CDD temperature futures prices dynamics. Published as: BENTH, Fred Espen; BLANCO, Sara Ana Solanilla. Approximation of the price dynamics of heating degree day and cooling degree day temperature futures. JOURNAL OF ENERGY MARKETS, 2015, 8.4: 69-92. An author version is included in the thesis. The published version is available at: https://doi.org/10.21314/JEM.2015.133 | |
| dc.relation.haspart | Paper IV / Chapter 4: BLANCO, Sara Ana Solanilla. Local sensitivity analysis of CDD and HDD derivatives prices. Unpublished manuscript. | |
| dc.relation.uri | https://doi.org/10.1142/9789814571647_0001 | |
| dc.relation.uri | https://doi.org/10.1142/S0219024915500107 | |
| dc.relation.uri | http://doi.org/10.21314/JEM.2015.133 | |
| dc.title | Stochastic modelling and pricing of energy and weather derivatives | en_US |
| dc.type | Doctoral thesis | en_US |
| dc.creator.author | Solanilla Blanco, Sara Ana | |
| dc.type.document | Doktoravhandling | en_US |