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Fehr, Max

Co-Author Distance
Author ID: fehr.max Recent zbMATH articles by "Fehr, Max"
Published as: Fehr, Max
Documents Indexed: 7 Publications since 2007
Co-Authors: 7 Co-Authors with 7 Joint Publications
138 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
5 Hinz, Juri
3 Carmona, René A.
2 Doege, Jorg
2 Lüthi, Hans-Jakob
2 Wilhelm, Martina
1 Barrieu, Pauline M.
1 Porchet, Arnaud

Serials

1 Operations Research
1 SIAM Journal on Control and Optimization
1 European Journal of Operational Research
1 SIAM Review
1 SIAM Journal on Financial Mathematics

Fields

6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Operations research, mathematical programming (90-XX)
2 Systems theory; control (93-XX)
1 Probability theory and stochastic processes (60-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

6 Publications have been cited 78 times in 45 Documents Cited by ▼ Year ▼
Market design for emission trading schemes. Zbl 1198.91166
Carmona, René; Fehr, Max; Hinz, Juri; Porchet, Arnaud
35
2010
Optimal stochastic control and carbon price formation. Zbl 1203.93209
Carmona, René; Fehr, Max; Hinz, Juri
26
2009
Market-consistent modeling for cap-and-trade schemes and application to option pricing. Zbl 1298.91155
Barrieu, Pauline; Fehr, Max
6
2014
Risk management in power markets: the hedging value of production flexibility. Zbl 1176.90282
Doege, Jörg; Fehr, Max; Hinz, Juri; Lüthi, Hans-Jakob; Wilhelm, Martina
4
2009
The clean development mechanism and joint price formation for allowances and CERs. Zbl 1282.91247
Carmona, René; Fehr, Max
4
2011
Storage costs in commodity option pricing. Zbl 1201.91197
Hinz, Juri; Fehr, Max
3
2010
Market-consistent modeling for cap-and-trade schemes and application to option pricing. Zbl 1298.91155
Barrieu, Pauline; Fehr, Max
6
2014
The clean development mechanism and joint price formation for allowances and CERs. Zbl 1282.91247
Carmona, René; Fehr, Max
4
2011
Market design for emission trading schemes. Zbl 1198.91166
Carmona, René; Fehr, Max; Hinz, Juri; Porchet, Arnaud
35
2010
Storage costs in commodity option pricing. Zbl 1201.91197
Hinz, Juri; Fehr, Max
3
2010
Optimal stochastic control and carbon price formation. Zbl 1203.93209
Carmona, René; Fehr, Max; Hinz, Juri
26
2009
Risk management in power markets: the hedging value of production flexibility. Zbl 1176.90282
Doege, Jörg; Fehr, Max; Hinz, Juri; Lüthi, Hans-Jakob; Wilhelm, Martina
4
2009
all cited Publications top 5 cited Publications
all top 5

Cited by 95 Authors

6 Hinz, Juri
5 Carmona, René A.
5 Liang, Jin
3 Fehr, Max
3 Guo, Huaying
2 Baamonde-Seoane, María A.
2 Coulon, Michael
2 del Carmen Calvo-Garrido, Maria
2 Delarue, François
2 Falbo, Paolo
2 Gupta, Aparna
2 Huang, Wenlin
2 Jaimungal, Sebastian
2 Schwarz, Daniel C.
2 Shrivats, Arvind V.
2 Vázquez Cendón, Carlos
1 Aïd, René
1 Barrieu, Pauline M.
1 Berk, Emre
1 Bhattacharya, Saptarshi
1 Biagini, Sara
1 Bielagk, Jana
1 Borovkov, Konstantin A.
1 Çağlar, Mine
1 Cerqueti, Roy
1 Chang, Chuang-Chang
1 Chang, Shuhua
1 Chen, Daqiang
1 Chen, Gongyu
1 Chevallier, Julien
1 Correani, Luca
1 Day, Steven James
1 Dayanıklı, Gökçe
1 Decrouez, Geoffrey
1 Di Dio, Fabio
1 Doege, Jorg
1 Dong, Hao
1 dos Reis, Gonçalo
1 Espinosa, Gilles-Edouard
1 Firoozi, Dena
1 Gong, Canran
1 Goutte, Stéphane
1 Grüll, Georg
1 Guo, Shanshan
1 Gürler, Ülkü
1 Han, Jiayuan
1 Hitzemann, Steffen
1 Horst, Ulrich
1 Hou, Wenhua
1 Howison, Samuel Dexter
1 Hu, Bei
1 Huang, Jr-Wei
1 Huang, Zhehao
1 Ignatius, Joshua
1 Kar, Koushik
1 Kiesel, Rüdiger
1 Kupper, Michael
1 Laurière, Mathieu
1 Li, Jinghuan
1 Lionnet, Arnaud
1 Lüthi, Hans-Jakob
1 Ma, Lina
1 Ma, Qiuzhuo
1 Macrina, Andrea
1 Mainberger, Christoph
1 Moret, Fabio
1 Nadarajah, Selvaprabu
1 Nam, Kihun
1 Novikov, Aleksandr Aleksandrovich
1 Owusu, Abena
1 Palepu, Sai
1 Papakonstantinou, Athanasios
1 Pelizzari, Cristian
1 Peng, Bo
1 Pinson, Pierre
1 Secomandi, Nicola
1 Song, Haiqing
1 Song, Huaming
1 Tao, Zhijie
1 Tarnopolskaya, Tanya
1 Taschini, Luca
1 Touzi, Nizar
1 Uhrig-Homburg, Marliese
1 Wang, Wenbin
1 Wang, Zhenzhen
1 Wen, Ya
1 Wilhelm, Martina
1 Xing, Yuan
1 Xu, Yunxi
1 Yang, Sharon S.
1 Yang, Xiaoli
1 Yee, Jeremy
1 Yenigün, Deniz
1 Zhang, Xiuyi
1 Zhao, Laijun
all top 5

Cited in 30 Serials

8 European Journal of Operational Research
2 Annals of Operations Research
2 Mathematical Finance
2 Quantitative Finance
2 Journal of Industrial and Management Optimization
1 Journal of Mathematical Analysis and Applications
1 Physica A
1 Applied Mathematics and Computation
1 Journal of Environmental Economics and Management
1 Naval Research Logistics
1 Operations Research
1 SIAM Journal on Control and Optimization
1 Operations Research Letters
1 Probability Theory and Related Fields
1 The Annals of Applied Probability
1 International Journal of Computer Mathematics
1 SIAM Review
1 Applied Mathematical Finance
1 Bernoulli
1 Mathematical Problems in Engineering
1 Communications in Nonlinear Science and Numerical Simulation
1 Applied Stochastic Models in Business and Industry
1 Discrete and Continuous Dynamical Systems. Series B
1 Stochastic Models
1 Review of Derivatives Research
1 Mathematics and Financial Economics
1 SIAM Journal on Financial Mathematics
1 Dynamic Games and Applications
1 Annals of Finance
1 Mathematical Control and Related Fields
all top 5

Cited in 8 Fields

36 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
11 Probability theory and stochastic processes (60-XX)
10 Operations research, mathematical programming (90-XX)
8 Systems theory; control (93-XX)
5 Calculus of variations and optimal control; optimization (49-XX)
4 Partial differential equations (35-XX)
4 Numerical analysis (65-XX)
3 Statistics (62-XX)

Citations by Year