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Article
Borger, R. and Cartea, Alvaro and Kiesel, R. and Schindlmayr, G. (2009) Cross-commodity analysis and applications to risk management. Journal of Futures Markets 29 (3), pp. 197-217. ISSN 0270-7314.
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.