BIROn - Birkbeck Institutional Research Online

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Number of items: 5.

B

Benth, F.E. and Cartea, Alvaro and Kiesel, R. (2008) Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium. Journal of Banking & Finance 32 (10), pp. 2006-2021. ISSN 0378-4266.

C

Cartea, Alvaro and Villaplana, P. (2008) Spot price modeling and the valuation of electricity forward contracts: the role of demand and capacity. Journal of Banking & Finance 32 (12), pp. 2502-2519. ISSN 0378-4266.

G

Geman, Hélyette (2008) Editorial. Journal of Banking & Finance 32 (12), p. 2501. ISSN 0378-4266.

Geman, Hélyette and Kharoubi, C. (2008) WTI crude oil futures in portfolio diversification: the time-to-maturity effect. Journal of Banking & Finance 32 (12), pp. 2553-2559. ISSN 0378-4266.

Geman, Hélyette and Ohana, S. (2008) Time-consistency in managing a commodity portfolio: a dynamic risk measure approach. Journal of Banking & Finance 32 (10), pp. 1991-2005. ISSN 0378-4266.

This list was generated on Sat Aug 23 02:32:30 2014 BST.