Concepedia

Toby Daglish

TD

10

Publications

284

Citations

10

H-Index

1998

Active since

Affiliations

Victoria University of Wellington(Current)

Institute of Applied Economic Research

Instituto Brasileiro de Mercado de Capitais

University of Toronto

Queen's University

Toby Daglish is an author at Victoria University of Wellington specializing in business, economics, and electricity markets.

Top concepts

BusinessFinanceEconomicsElectricity MarketsFinancial EconomicsStatisticsEngineeringEconometricsAsset PricingOption Pricing

Publications per year

1998–2022

10

Publications

10

Volatility surfaces: theory, rules of thumb, and empirical evidence

Toby Daglish, John Hull, Wulin Suo · Quantitative Finance · 2007 · 95 citations

Volatility Modeling, Option Pricing, Financial Economics +13

What motivates a subprime borrower to default?

Toby Daglish · Journal of Banking & Finance · 2008 · 55 citations

Economics, Financial Economics, Credit Market +7

Investing in vertical integration: electricity retail market participation

Gabriel Godofredo Fiuza de Bragança, Toby Daglish · Energy Economics · 2017 · 26 citations

Power Market, Power Trading, Business +5

Pricing effects of the electricity market reform in Brazil

Toby Daglish, Gabriel Godofredo Fiuza de Bragança, Sally Owen et al. · Energy Economics · 2021 · 24 citations

Power Market, Public Policy, Economics +7

Consumer governance in electricity markets

Toby Daglish · Energy Economics · 2016 · 21 citations

Power Market, Engineering, Energy Policy +5

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