PUB - Publikationen an der Universität Bielefeld

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• [5]
  

  2023 | Bielefelder E-Dissertation | PUB-ID: 2979654

  Kemper A. On Optimal Incentives for Renewable Investments and the Pricing of Electricity Swap Contracts. Bielefeld: Universität Bielefeld; 2023.

  PUB | PDF | DOI
   
• [4]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978154

  Kemper A, Schmeck MD. Pricing of Electricity Swaps with Geometric Averaging. Center for Mathematical Economics Working Papers. Vol 676. Bielefeld: Center for Mathematical Economics; 2023.

  PUB | PDF
   
• [3]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2969415

  Aïd R, Kemper A, Touzi N. A Principal-Agent Framework for Optimal Incentives in Renewable Investments. Center for Mathematical Economics Working Papers. Vol 675. Bielefeld: Center for Mathematical Economics; 2023.

  PUB | PDF
   
• [2]
  

  2022 | Zeitschriftenaufsatz | Im Druck | PUB-ID: 2964844

  Kemper A, Schmeck MD, Khripunova Balci A. The market price of risk for delivery periods: Pricing swaps and options in electricity markets. Energy Economics. In Press: 106221.

  PUB | DOI | WoS
   
• [1]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342

  Kemper A, Schmeck MD, Khripunova Balci A. The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Center for Mathematical Economics Working Papers. Vol 635. Bielefeld: Center for Mathematical Economics; 2020.

  PUB | PDF