Michael Coulon
Honorary Senior Lecturer in Finance (Accounting and Finance)

Selected publications

Article

Alexander, C, Coulon, M, Han, Y and Meng, X (2022) Evaluating the discrimination ability of proper multi-variate scoring rules. Annals of Operations Research. ISSN 0254-5330

Baamonde-Seoane, María A, Carmen Calvo-Garrido, María del, Coulon, Michael and Vázquez, Carlos (2021) Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs). Applied Mathematics and Computation, 404. a126199 1-12. ISSN 0096-3003

Khazaei, Javad, Coulon, Michael and Powell, Warren B. (2017) ADAPT: a price-stabilizing compliance policy for renewable energy certificates: the case of SREC markets. Operations Research, 65 (6). pp. 1429-1445. ISSN 0030-364X

Moazeni, S, Coulon, M, Arciniegas Rueda, I, Song, B and Powell, W B (2016) A non-parametric structural hybrid modeling approach for electricity prices. Quantitative Finance, 16 (2). pp. 213-230. ISSN 1469-7688

Coulon, Michael, Khazaei, Javad and Powell, Warren (2015) SMART-SREC: a stochastic model of the New Jersey solar renewable energy certificate market. Journal of Environmental Economics and Management, 73. pp. 13-31. ISSN 0095-0696

Coulon, Michael, Powell, Warren B and Sircar, Ronnie (2013) A model for hedging load and price risk in the Texas electricity market. Energy Economics, 40. pp. 976-988. ISSN 0140-9883

Carmona, René, Coulon, Michael and Schwarz, Daniel (2013) Electricity price modeling and asset valuation: a multi-fuel structural approach. Mathematics and Financial Economics, 7 (2). pp. 167-202. ISSN 1862-9679

Carmona, René, Coulon, Michael and Schwarz, Daniel (2012) The valuation of clean spread options: linking electricity, emissions and fuels. Quantitative Finance, 12 (12). pp. 1951-1965. ISSN 1469-7688

Coulon, Michael and Howison, Sam (2009) Stochastic behaviour of the electricity bid stack: from fundamental drivers to power price. Journal of Energy Markets, 2 (1). pp. 29-69. ISSN 1756-3607

Book Section

Stua, Michele and Coulon, Michael (2017) The Mitigation Alliance target and its distribution. In: Stua, Michele (ed.) From the Paris Agreement to a low-carbon Bretton Woods: rationale for the establishment of a mitigation alliance. Springer, Cham, pp. 69-84. ISBN 9783319546995

Coulon, Michael, Jacobsson, Christian and Ströjby, Jonas (2014) Hourly resolution forward curves for power: statistical modeling meets market fundamentals. In: Prokopczuk, Marcel (ed.) Energy pricing models: recent advances, methods and tools. Palgrave Macmillan. ISBN 9781137377340

Carmona, René and Coulon, Michael (2013) A survey of commodity markets and structural models for electricity prices. In: Benth, Fred Espen, Kholodnyi, Valery A and Laurence, Peter (eds.) Quantitative energy finance: modeling, pricing, and hedging in energy and commodity markets. Springer-Verlag, New York, pp. 41-83. ISBN 9781461472476