Items where journal is Quantitative Finance

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Bunn, D W, Lumbreras, S, Ramos, A and Chronopoulos, M (2016) Real options valuation applied to dynamic transmission expansion planning. Quantitative Finance, 16 (2). pp. 231-246. ISSN 1469-7688
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Ganesh, VN and Bunn, DW (2024) Algorithmic Trading of Real-time Electricity with Machine Learning. Quantitative Finance, 24 (11). pp. 1545-1559. ISSN 1469-7688
Gianfreda, A, Scandolo, G and Bunn, D W
(2022)
Higher Moments in the Fundamental Specification of Electricity Forward Prices.
Quantitative Finance, 22 (11).
pp. 2063-2078.
ISSN 1469-7688
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Kang, L, Walker, S, Damien, P and Bunn, D W
(2022)
Bayesian estimation of electricity price risk with a multi-factor mixture of densities.
Quantitative Finance, 22 (8).
pp. 1535-1544.
ISSN 1469-7688
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Matsumoto, T, Bunn, D W and Yamada, Y
(2022)
Pricing Electricity Day-ahead Cap Futures with Multifactor
Skew-t Densities.
Quantitative Finance, 22 (5).
pp. 835-860.
ISSN 1469-7688