Jussi Keppo
Jussi Keppo
Associate Professor, NUS Business School
Geverifieerd e-mailadres voor nus.edu.sg - Homepage
Geciteerd door
Geciteerd door
Optimal bank capital with costly recapitalization
S Peura, J Keppo
The Journal of Business 79 (4), 2163-2201, 2006
Managing electricity market price risk
I Vehviläinen, J Keppo
European Journal of Operational Research 145 (1), 136-147, 2003
Pricing of electricity swing options
J Keppo
The Journal of Derivatives 11 (3), 26-43, 2004
Modeling electricity forward curve dynamics in the Nordic market
N Audet, P Heiskanen, J Keppo, I Vehviläinen
Modelling prices in competitive electricity markets, 2004
Real options and a large producer: the case of electricity markets
J Keppo, H Lu
Energy Economics 25 (5), 459-472, 2003
Risk, financing and the optimal number of suppliers
V Babich, G Aydın, PY Brunet, J Keppo, R Saigal
Supply chain disruptions, 195-240, 2012
The impact of delivery lags on irreversible investment under uncertainty
LHR Alvarez, J Keppo
European Journal of Operational Research 136 (1), 173-180, 2002
Optimal consumption and portfolio decisions with partially observed real prices
A Bensoussan, J Keppo, SP Sethi
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
Timing of investments in oligopoly under uncertainty: A framework for numerical analysis
P Murto, E Näsäkkälä, J Keppo
European Journal of Operational Research 157 (2), 486-500, 2004
Electricity load pattern hedging with static forward strategies
E Näsäkkälä, J Keppo
Managerial finance, 2005
A game model of irreversible investment under uncertainty
P Murto, J Keppo
International Game Theory Review 4 (02), 127-140, 2002
Optimality with hydropower system
J Keppo
IEEE Transactions on Power Systems 17 (3), 583-589, 2002
Pricing of electricity tariffs in competitive markets
J Keppo, M Räsänen
Energy economics 21 (3), 213-223, 1999
The demand for information: More heat than light
J Keppo, G Moscarini, L Smith
Journal of Economic Theory 138 (1), 21-50, 2008
Risk targeting and policy illusions—evidence from the announcement of the Volcker rule
J Keppo, J Korte
Management Science 64 (1), 215-234, 2018
The credits that count: How credit growth and financial aid affect college tuition and fees
K Best, J Keppo
Education Economics 22 (6), 589-613, 2014
Hydropower with financial information
E Näsäkkälä, J Keppo
Applied Mathematical Finance 15 (5-6), 503-529, 2008
Unintended consequences of the market risk requirement in banking regulation
J Keppo, L Kofman, X Meng
Journal of Economic Dynamics and Control 34 (10), 2192-2214, 2010
Pricing of bandwidth derivatives under network arbitrage condition
J Keppo
Preprint, University of Michigan, 2001
The impact of Volcker Rule on bank profits and default probabilities
S Chung, J Keppo, X Yuan
Available at SSRN 2167773, 2020
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