Christian Menn
Electrical and Electronic Engineering · 2005–2007
A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Electrical and Electronic Engineering — 12 citations into it; #6,731 of 16,539 by trust here, #11,641 by citations
- Economics and Econometrics — 6 citations into it; #12,314 of 23,481 by trust here, #15,581 by citations
- Finance — 6 citations into it; #5,680 of 10,518 by trust here, #6,419 by citations
Whom Christian Menn trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ingve Simonsen
- Rafal Weron
- M. T. Barlow
- Cyriel de Jong
- Q. Vuong
- J. Lucia
- Niels Haldrup
- Christopher R. Knittel
- Peter F. Christoffersen
- Cyriel de Jong
Who trusts Christian Menn overall
Papers from Christian Menn's perspective
Ordered by how strongly the researchers Christian Menn trusts endorse each paper. Same corpus, a different order for every researcher.
- Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
- Energy Derivatives: Pricing and Risk Management
- The Nature of Power Spikes: A Regime-Switch Approach
- A DIFFUSION MODEL FOR ELECTRICITY PRICES
- Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
- An Empirical Examination of Deregulated Electricity Prices
- How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
- Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- A regime switching long memory model for electricity prices
Their papers
- Spot and Derivative Pricing in the EEX Power Market (2007) — 205 citations
- Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing (2005) — 263 citations