A survey of commodity markets and structural models for electricity prices R Carmona, M Coulon Quantitative energy finance: modeling, pricing, and hedging in energy and …, 2013 | 142 | 2013 |
Stochastic behaviour of the electricity bid stack: from fundamental drivers to power prices S Howison, M Coulon The Journal of Energy Markets 2, 29-69, 2009 | 130 | 2009 |
Electricity price modeling and asset valuation: a multi-fuel structural approach R Carmona, M Coulon, D Schwarz Mathematics and Financial Economics 7, 167-202, 2013 | 105 | 2013 |
A model for hedging load and price risk in the Texas electricity market M Coulon, WB Powell, R Sircar Energy Economics 40, 976-988, 2013 | 69 | 2013 |
SMART-SREC: A stochastic model of the New Jersey solar renewable energy certificate market M Coulon, J Khazaei, WB Powell Journal of Environmental Economics and Management 73, 13-31, 2015 | 64 | 2015 |
The valuation of clean spread options: linking electricity, emissions and fuels R Carmona, M Coulon, D Schwarz Commodities, 611-634, 2022 | 38 | 2022 |
Adapt: A price-stabilizing compliance policy for renewable energy certificates: The case of SREC markets J Khazaei, M Coulon, WB Powell Operations Research 65 (6), 1429-1445, 2017 | 29 | 2017 |
Hourly Resolution Forward Curves for Power: Statistical Modeling Meets Market Fundamentals M Coulon, C Jacobsson, J Ströjby Energy Pricing Models: Recent Advances, Methods, and Tools, 2014 | 18 | 2014 |
Climate clubs embedded in Article 6 of the Paris Agreement M Stua, C Nolden, M Coulon Resources, Conservation and Recycling 180, 106178, 2022 | 13 | 2022 |
A non-parametric structural hybrid modeling approach for electricity prices S Moazeni, M Coulon, IA Rueda, B Song, WB Powell Quantitative Finance 16 (2), 213-230, 2016 | 12 | 2016 |
A survey of commodity markets and structural models for electricity prices. Quantitative energy finance: modeling, pricing, and hedging in energy and commodity markets R Carmon, M Coulon Springer New York, 2014 | 12 | 2014 |
Evaluating the discrimination ability of proper multi-variate scoring rules C Alexander, M Coulon, Y Han, X Meng Annals of Operations Research 334 (1), 857-883, 2024 | 11 | 2024 |
Modelling price dynamics through fundamental relationships in electricity and other energy markets M Coulon Oxford University, UK, 2009 | 11 | 2009 |
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs) MA Baamonde-Seoane, M del Carmen Calvo-Garrido, M Coulon, ... Applied Mathematics and Computation 404, 126199, 2021 | 8 | 2021 |
A dynamic mechanism for transparent and equitable distribution of global emissions reductions M Coulon, M Stua Available at SSRN 2665100, 2015 | 2 | 2015 |
COP21 and beyond: Challenges for a fair agreement and the significance of the social and economic value of carbon mitigation actions and related positive carbon pricing M Stua, M Coulon, C Nolden, V Sabljic Centro Brasil no Clima, 2015 | 2 | 2015 |
On the optimal choice of strike conventions in exchange option pricing E Alos, M Coulon arXiv preprint arXiv:1807.05396, 2018 | 1 | 2018 |
The Mitigation Alliance Target and Its Distribution M Stua, M Stua, M Coulon From the Paris Agreement to a Low-Carbon Bretton Woods: Rationale for the …, 2017 | 1 | 2017 |
Journal of Environmental Economics and Management M Coulon, J Khazaei, WB Powell Journal of Environmental Economics and Management 73, 13-31, 2015 | 1 | 2015 |
Rationale for a climate club embedded in Article 6 of the Paris Agreement: A pathway to carbon neutrality M Stua, C Nolden, M Coulon | | 2021 |