Investing in carbon transportation under volume uncertainty and scaling flexibility
S. Anderson, V. Hagspiel, C. Oliveira and J. M. Røsbjørgen
Energy Economics 153, (2026).
Nonparametric determinants of market liquidity
J. A. Bastos and F. Cascão
The European Journal of Finance, (2026).
Nonparametric market-implied Greeks
J. A. Bastos and R. M. Gaspar
The Journal of Derivatives 33, 28-45 (2026).
Positive Lyapunov Exponents versus Integrability in Random Conservative Dynamics
G. Del Magno, J. Lopes Dias and J. P. Gaivão
preprint (2026).