5 Publikationen
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2023 | Bielefelder E-Dissertation | PUB-ID: 2979654
On Optimal Incentives for Renewable Investments and the Pricing of Electricity Swap ContractsPUB | PDF | DOI
Kemper A (2023)
Bielefeld: Universität Bielefeld. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978154
Pricing of Electricity Swaps with Geometric AveragingPUB | PDF
Kemper A, Schmeck MD (2023) Center for Mathematical Economics Working Papers; 676.
Bielefeld: Center for Mathematical Economics. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2969415
A Principal-Agent Framework for Optimal Incentives in Renewable InvestmentsPUB | PDF
Aïd R, Kemper A, Touzi N (2023) Center for Mathematical Economics Working Papers; 675.
Bielefeld: Center for Mathematical Economics. -
2022 | Zeitschriftenaufsatz | Im Druck | PUB-ID: 2964844The market price of risk for delivery periods: Pricing swaps and options in electricity marketsPUB | DOI | WoS
Kemper A, Schmeck MD, Khripunova Balci A (In Press)
Energy Economics: 106221. -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity MarketsPUB | PDF
Kemper A, Schmeck MD, Khripunova Balci A (2020) Center for Mathematical Economics Working Papers; 635.
Bielefeld: Center for Mathematical Economics.