Adam Kay-Spratley
2002
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Adam Kay-Spratley trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Adam Kay-Spratley overall
Papers from Adam Kay-Spratley's perspective
Ordered by how strongly the researchers Adam Kay-Spratley trusts endorse each paper. Same corpus, a different order for every researcher.
- Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
- Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
- Short-Term Variations and Long-Term Dynamics in Commodity Prices
- Post-'87 crash fears in the S&P 500 futures option market
- Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
- 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