My papers on my non-Markovian approach to modeling energy/commodity prices with spikes

Dear Colleagues, I would like to bring to your attention my papers and book chapters of 2000 - 2013 on my non-Markovian approach to modeling energy/commodity prices with spikes that might be of interest to you - please kindly see references [1] – [15] below. I introduced the non-Markovian approach to modeling energy/commodity prices with spikes in 2000 - please kindly see references [13] – [15] below. For further information about my related papers and book chapters please find below the link to my Profile at the ResearchGate: http://www.researchgate.net/profile/Valery_Kholodnyi. Please let me know if you might have questions or would like further information. Sincerely, Valery Kholodnyi References: [1] V.A. Kholodnyi, A Non-Markov Method, Energy and Power Risk Management Magazine, March, 2001, 20-24. [2] V.A. Kholodnyi, Valuation and Hedging of European Contingent Claims on Power with Spikes: a Non-Markovian Approach, Journal of Engineering Mathematics, 49(3) (2004) 233-252. [3] V.A. Kholodnyi, Modeling Power Forward Prices for Power with Spikes: a Non-Markovian Approach, Journal of Nonlinear Analysis, 63 (2005) 958-965. [4] V.A. Kholodnyi, Valuation and Hedging of Contingent Claims on Power with Spikes: a Non-Markovian Approach, Journal of Derivatives: Use, Trading and Regulation, 11(4) (2006) 308-333. [5] V.A. Kholodnyi, The Non-Markovian Approach to the Valuation and Dynamic Hedging of Contingent Claims on Power with Spikes, International Journal of Ecology and Development, 5(6) (2006) 44-62. [6] V.A. Kholodnyi, The Non-Markovian Approach to the Valuation and Hedging of European Contingent Claims on Power with Scaling Spikes, Journal of Nonlinear Analysis: Hybrid Systems, 2(2) 2008, 285-309. [7] V.A. Kholodnyi, The Non-Markovian Approach to the Valuation and Hedging of European Contingent Claims on Power with Spikes of Pareto Distributed Magnitude, In S. Sivasundaram, Editor, Advances in Mathematical Problems in Engineering, Aerospace and Sciences, Cambridge Scientific Publishers, Cambridge, UK, 2008, 275 – 308. [8] V.A. Kholodnyi, Modeling Power Forward Prices for Power Spot Prices with Trends and Spikes in the Framework of the Non-Markovian Approach, In S. Sambandham and etc, Editors, Proceedings of the 5th International Conference on Dynamic Systems and Applications, Dynamic Publishers, 2008, 247-253. [9] V.A. Kholodnyi and N.V. Kholodnyi, Numerical Investigation of the Implied Volatility for European Call and Put Options on Forwards on Power with Spikes in the Framework of the Non-Markovian Approach, In S. Sambandham and etc, Editors, Proceedings of the 5th International Conference on Dynamic Systems and Applications, Dynamic Publishers, 2008, 254-257. [10] V.A. Kholodnyi, Universal Contingent Claims and Valuation Multiplicative Measures with Examples and Applications, Journal of Nonlinear Analysis, 69 (3) (2008) 880-890. [11] V.A. Kholodnyi, Modeling Power Forward Prices for Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach, Journal of Mathematics in Engineering, Science and Aerospace, 2(2) (2011) 217-232. [12] V.A. Kholodnyi, Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach, In F.E. Benth, V.A. Kholodnyi, and P. Laurence, Editors, Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets, Springer, New York, 2013, 189 – 211. [13] V.A. Kholodnyi, A Non-Markovian Process for Power Prices with Spikes and Valuation of Contingent Claims on Power, TXU Preprint, 2000. [14] V.A. Kholodnyi, The Stochastic P¡ocess for Power Prices with Spikes and Valuation of European Contingent Claims on Power, TXU Preprint, 2000. [15] V.A. Kholodnyi, Modelling Power Forward Prices for Power with Spikes, TXU Preprint, 2000.