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Sara Ana Solanilla Blanco
Sara Ana Solanilla Blanco
Profesor visitante, Universidad de Barcelona
Verified email at ub.edu
Title
Cited by
Cited by
Year
Forward prices in markets driven by continuous-time autoregressive processes
FE Benth, SA Solanilla Blanco
2012 Recent Advances in Financial Engineering: Proceedings of the …, 2014
42014
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
FE Benth, SAS Blanco
International Journal of Theoretical and Applied Finance 18 (02), 1550010, 2015
22015
Approximation of the price dynamics of heating degree day and cooling degree day temperature futures
FE Benth, SAS Blanco
JOURNAL OF ENERGY MARKETS 8 (4), 69-92, 2015
12015
Local sensitivity analysis of heating degree day and cooling degree day temperature derivatives prices
SAS Blanco
arXiv preprint arXiv:2403.00006, 2024
2024
Stochastic modelling and pricing of energy and weather derivatives
SA Solanilla Blanco
2015
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