PUB - Publikationen an der Universität Bielefeld

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• [5]
  

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

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

  PUB | PDF | DOI
   
• [4]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978154

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

  PUB | PDF
   
• [3]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2969415

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

  PUB | PDF
   
• [2]
  

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

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

  PUB | DOI | WoS
   
• [1]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342

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

  PUB | PDF