Items where journal is Quantitative Finance

Article

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

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

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

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