Publications

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Do Futures Prices Predict Spot Prices?

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Intra-day hedging with financial options: the case of electricity

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"Jumps and volatility dynamics in agricultural commodity spot prices"

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"Risk minimisation: the failure of electricity intra-day forward contracts,"

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Afrique du Sud, les leçons d’un scrutin

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Cross-country performance of Lévy regime-switching models for stock markets

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Electricity Retail Competition: The Case of the UK

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