Work

Pricing and Hedging Illiquid Energy Derivatives: An Application to the JCC Index

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.938932

Authors: Matteo Manera, Elisa Scarpa

Institutions: Fondazione Eni Enrico Mattei, University of Milano-Bicocca, Edison (Italy)

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2089158481

Cites: 38

Cited by: 1

Related to: 10