Max Fehr
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Market-consistent modeling for cap-and-trade schemes and application to option pricing Operations Research | 2014-08-11 | Paper |
| The clean development mechanism and joint price formation for allowances and CERs Seminar on Stochastic Analysis, Random Fields and Applications VI | 2012-08-24 | Paper |
| On value of flexibility in energy risk management. Concepts, models, solutions Operations Research Proceedings 2006 | 2011-04-07 | Paper |
| Storage Costs in Commodity Option Pricing SIAM Journal on Financial Mathematics | 2010-11-10 | Paper |
| Market design for emission trading schemes SIAM Review | 2010-09-06 | Paper |
| Optimal stochastic control and carbon price formation SIAM Journal on Control and Optimization | 2010-08-16 | Paper |
| Risk management in power markets: the hedging value of production flexibility European Journal of Operational Research | 2009-12-07 | Paper |
Research outcomes over time
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