L. Vos

Electrical and Electronic Engineering · 2012

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Electrical and Electronic Engineering — 8 citations into it; #13,445 of 16,539 by trust here, #14,827 by citations
• Finance — 8 citations into it; #9,330 of 10,518 by trust here, #9,027 by citations

Whom L. Vos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Peter J. Brockwell
2. Eduardo S. Schwartz

Who trusts L. Vos overall

1. Peter J. Brockwell

Papers from L. Vos's perspective

Ordered by how strongly the researchers L. Vos trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimation for Non-Negative Lévy-Driven CARMA Processes
2. Lévy-Driven Carma Processes
3. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
4. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
5. Short-Term Variations and Long-Term Dynamics in Commodity Prices
6. AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS
7. Stochastic Modeling of Electricity and Related Markets
8. Processes of normal inverse Gaussian type
9. Lévy processes and infinitely divisible distributions
10. Electricity spot price modelling with a view towards extreme spike risk

Their papers

• Futures pricing in electricity markets based on stable CARMA spot models (2012) — 96 citations