J. Lucia
2000
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 39 researchers here, as inferred from the citation graph.
Whom J. Lucia trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Lucia overall
- Fred Espen Benth
- Rafal Weron
- Nina Lange
- Janina Ketterer
- Stein-Erik Fleten
- D. W. Bunn
- Á. Cartea
- Shan Chen
- Iivo Vehviläinen
- Alexander Boogert
Papers from J. Lucia's perspective
Ordered by how strongly the researchers J. Lucia trusts endorse each paper. Same corpus, a different order for every researcher.
- Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
- Short-Term Variations and Long-Term Dynamics in Commodity Prices
- Forecasting, Structural Time Series Models and the Kalman Filter
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Impact of Debt Financing on Entry and Exit in a Duopoly
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- Real options and preemption under incomplete information
- Spanning and Derivative-Security Valuation
Their papers
- Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2000) — 1,071 citations