Concepedia

Author

Cyriel de Jong

Erasmus University Rotterdam

Also Known As

Cyriel De Jong, Cyriel de Jong, Cyriel de Jong, de Jong, C.M.

20

Publications

711

Citations

11

H-Index

35

Concepts

All Affiliations

Erasmus University Rotterdam
CD

About

Cyriel de Jong is an author at Erasmus University Rotterdam specializing in business, economics, and finance.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

9

9

425

2

Economics

8

8

346

3

Engineering

4

4

199

4

Management

1

1

67

5

Accounting

1

1

67

Cyriel de Jong

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11

Publications

680

Citations

11

H-Index

YearCitations

Gas Storage Valuation Using a Monte Carlo Method

Alexander Boogert, Cyriel de Jong

The Journal of Derivatives

2008

139

The Nature of Power Spikes: A Regime-Switch Approach

Cyriel de Jong

RePEc: Research Papers in Economics

N/A

116

Option Formulas for Mean-Reverting Power Prices with Spikes

Cyriel de Jong, Ronald Huisman

SSRN Electronic Journal

2002

79

Dealing with Derivatives. Studies on the role, informational content and pricing of financial derivatives

Cyriel de Jong

2003

67

Gas storage valuation and optimization

Cyriel de Jong

Journal of Natural Gas Science and Engineering

2015

55

Stock Market Quality in the Presence of a Traded Option*

Cyriel de Jong, Kees Koedijk, Charles R. Schnitzlein

The Journal of Business

2006

53

Gas storage valuation using a multifactor price process

Alexander Boogert, Cyriel de Jong

The Journal of Energy Markets

2011

51

Cointegration between gas and power spot prices

Cyriel de Jong, Stefan Schneider

The Journal of Energy Markets

2009

48

The Nature of Power Spikes: A Regime-Switch Approach

Cyriel de Jong

Studies in Nonlinear Dynamics and Econometrics

2006

45

Stock Market Quality in the Presence of a Traded Option

Cyriel de Jong, Kees C. G. Koedijk, Charles R. Schnitzlein

SSRN Electronic Journal

2001

16

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