Nikos K. Nomikos

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Person:1417896


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!

PublicationDate of PublicationType
Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets
European Journal of Operational Research
2015-02-03Paper
Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives
Applied Mathematical Finance
2008-05-22Paper
Price discovery, causality and forecasting in the freight futures market
Review of Derivatives Research
2004-01-06Paper


Research outcomes over time


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