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Browsing by Author Cartea, Álvaro [acartea]

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Issue DateTitleAuthor(s)Type
May-2008UK gas markets : the market price of risk and applications to multiple interruptible supply contractsCartea, Álvaro [acartea]; Williams, Thomasarticle
5-Mar-2007UK gas markets : the market price of risk and applications to multiple interruptible supply contractsCartea, Álvaro [acartea]; Williams, ThomasworkingPaper
Dec-2009Volatility and covariation of financial assets: a high-frequency analysisCartea, Álvaro [acartea]; Karyampas, DimitriosworkingPaper
28-Feb-2011Where is the value in high frequency trading?Cartea, Álvaro [acartea]; Penalva, José [jpenalva]workingPaper
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