University of St.Gallen
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Institute for Operations Research and Computational Finance (ior/cf-HSG)

title authors / eds. year type  
 
Multivariate Dynamic Copula Models: Parameter Estimat... Karl Frauendorfe... 2015 working paper
   
Extreme Value Theory for Heavy-Tails in Electricity Prices Florentina Paras... 2015 journal paper
   
Optimization of hydro storage systems and indifferenc... Florentina Paraschiv 2015 presentation
   
Stress-testing for portfolios of commodity futures Florentina Paras... 2015 journal paper
   
A spot-forward model for electricity prices with regi... Michael Schürle,... 2015 presentation
   
Optimization of hydro storage systems and indifferenc... Michael Schürle,... 2015 presentation
   
A spot-forward model for electricity prices Michael Schürle,... 2014 presentation
   
A spot-forward model for electricity prices with regi... Florentina Paras... 2014 journal paper
   
The impact of renewable energies on EEX day-ahead ele... Florentina Paraschiv 2014 presentation
   
Stress-testing for portfolios of commodities Florentina Paraschiv 2014 presentation
   
Medium-term planning for thermal electricity production Florentina Paraschiv 2014 presentation
   
Joint Dynamics of American and European oil prices Florentina Paras... 2014 book chapter
   
The impact of renewable energies on EEX day-ahead ele... Florentina Paras... 2014 journal paper
   
Stress-testing for portfolios of commodities Florentina Paraschiv 2014 presentation
   
The impact of renewable energies on EEX day-ahead ele... Michael Schürle,... 2014 presentation
   
Kostensenkungspotenzial beim Handel mit Strom aus ern... Karl Frauendorfe... 2014 presentation
   
Optimising risk and return of non-maturing products b... Michael Schürle,... 2014 book chapter
   
Investors Behavior under Changing Market Volatility Agustin Daviou, ... 2014 journal paper
   
 
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