Iivo Vehviläinen

2002–2005

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Iivo Vehviläinen trusts overall

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

1. J. Lucia
2. John C. Hull
3. Eduardo S. Schwartz
4. Bernt Øksendal
5. Steen Koekebakker
6. Ángel Pardo

Who trusts Iivo Vehviläinen overall

1. Rafal Weron
2. Fred Espen Benth
3. T. Jónsson
4. Steen Koekebakker

Papers from Iivo Vehviläinen's perspective

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

1. The Pricing of Options and Corporate Liabilities
2. Forward curve dynamics in the Nordic electricity market
3. Options, Futures, and Other Derivatives
4. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
5. Development of a Hybrid Model for Electrical Power Spot Prices (IEEE Power Engineering Review)
6. Temperature and seasonality influences on Spanish electricity load
7. Basics of electricity derivative pricing in competitive markets
8. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
9. Short-Term Variations and Long-Term Dynamics in Commodity Prices
10. The Dynamics of the S&P 500 Implied Volatility Surface

Their papers

• Stochastic factor model for electricity spot price - the case of the Nordic market (2005) — 113 citations
• Basics of electricity derivative pricing in competitive markets (2002) — 51 citations