2
H index
2
i10 index
85
Citations
| 2 H index 2 i10 index 85 Citations RESEARCH PRODUCTION: 5 Articles 1 Papers RESEARCH ACTIVITY: 12 years (2011 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pla552 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Karl Larsson. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 2 |
Year | Title of citing document |
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2024 | Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692. Full description at Econpapers || Download paper |
2024 | Generalized divergences for statistical evaluation of uncertainty in long-memory processes. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924001784. Full description at Econpapers || Download paper |
2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper |
2023 | Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676. Full description at Econpapers || Download paper |
2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314. Full description at Econpapers || Download paper |
2023 | Inter-industry risk spillover, role reversal, and economic stability. (2023). Luo, Qingtian ; Zhu, Zongyuan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006189. Full description at Econpapers || Download paper |
2023 | Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735. Full description at Econpapers || Download paper |
2024 | Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Zhang, Haizhen ; Wei, Jiajia ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131. Full description at Econpapers || Download paper |
2024 | Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269. Full description at Econpapers || Download paper |
2024 | Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Yue, Jia ; He, Xin-Jiang ; Yang, Ben-Zhang ; Hu, Zhihao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2023 | A stochastic time-series model for solar irradiation In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Jumps and stochastic volatility in oil prices: Time series evidence In: Energy Economics. [Full Text][Citation analysis] | article | 67 |
2018 | Cross-commodity news transmission and volatility spillovers in the German energy markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
2016 | Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2023 | Parametric heat wave insurance In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 2 |
2012 | General approximation schemes for option prices in stochastic volatility models In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
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